+63.7%
IEFA vs PSA
+21.5%
+42.2%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -2.4% | -3.6% | +1.2% | -1.4% |
| 30D | -2.1% | -9.4% | +7.3% | +0.6% |
| 3M | +5.5% | -8.2% | +13.7% | +7.8% |
| 6M | +8.1% | -1.8% | +10.0% | +7.8% |
| YTD | +11.9% | +15.7% | -3.8% | +6.4% |
| 1Y | +18.1% | +6.3% | +11.8% | +14.9% |
| All | +63.7% | +21.5% | +42.2% | +49.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling