+57.8%
EWZ vs PSA
+30.3%
+27.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.6% | +1.0% |
| 7D | -1.5% | +3.9% | -5.4% | -2.6% |
| 30D | -24.5% | +19.7% | -44.2% | -28.5% |
| 3M | -10.7% | +4.3% | -15.0% | -11.9% |
| 6M | -19.1% | +11.4% | -30.4% | -22.0% |
| YTD | +1.6% | +33.9% | -32.3% | -7.9% |
| 1Y | +4.3% | +28.3% | -24.0% | -4.2% |
| 3Y | +19.0% | +53.5% | -34.5% | +0.9% |
| All | +57.8% | +30.3% | +27.5% | +35.2% |
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