+54.2%
EWZ vs PSA
+26.3%
+27.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.5% |
| 7D | +0.8% | -1.4% | +2.2% | +1.2% |
| 30D | -24.4% | +15.2% | -39.5% | -27.5% |
| 3M | -4.6% | +2.2% | -6.8% | -5.3% |
| 6M | -11.6% | +11.7% | -23.2% | -14.9% |
| YTD | +2.4% | +32.0% | -29.6% | -6.8% |
| 1Y | +2.1% | +26.3% | -24.2% | -5.7% |
| 3Y | +18.7% | +52.4% | -33.7% | +0.9% |
| All | +54.2% | +26.3% | +27.9% | +36.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded PSA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling