+432.5%
EWZ vs PSA
+3,167.4%
-2,734.8%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.1% |
| 7D | +6.5% | -3.7% | +10.2% | +8.4% |
| 30D | +4.8% | -7.7% | +12.6% | +8.9% |
| 3M | +9.9% | -0.6% | +10.5% | +9.6% |
| 6M | +1.9% | -0.9% | +2.9% | +1.7% |
| YTD | +20.3% | +18.7% | +1.6% | +9.5% |
| 1Y | +35.6% | +7.6% | +28.0% | +29.1% |
| 3Y | +43.4% | +23.7% | +19.8% | +24.4% |
| 5Y | +55.9% | +13.7% | +42.3% | +36.7% |
| 10Y | +84.2% | +98.9% | -14.7% | +16.2% |
| All | +432.5% | +3,167.4% | -2,734.8% | -9.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling