+358.7%
EWZ vs PSA
+3,595.9%
-3,237.2%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.2% | +1.8% | +1.9% |
| 7D | +1.4% | +1.5% | -0.1% | +0.7% |
| 30D | -25.1% | +16.7% | -41.8% | -30.6% |
| 3M | -7.7% | +4.0% | -11.8% | -9.8% |
| 6M | -15.8% | +10.9% | -26.7% | -20.6% |
| YTD | +3.6% | +34.2% | -30.6% | -11.4% |
| 1Y | +5.5% | +26.6% | -21.2% | -7.2% |
| 3Y | +22.1% | +54.7% | -32.6% | -5.3% |
| 5Y | +58.3% | +30.0% | +28.3% | +30.3% |
| 10Y | +50.3% | +132.7% | -82.4% | -12.2% |
| All | +358.7% | +3,595.9% | -3,237.2% | -26.6% |
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