+212.3%
IEFA vs PSA
+260.7%
-48.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.3% | +1.3% | -0.4% |
| 7D | -0.5% | -2.2% | +1.8% | +0.2% |
| 30D | -1.1% | -9.6% | +8.4% | +1.8% |
| 3M | +5.1% | -7.9% | +13.0% | +7.4% |
| 6M | +9.3% | -2.0% | +11.3% | +9.5% |
| YTD | +13.0% | +15.7% | -2.8% | +7.5% |
| 1Y | +19.2% | +5.8% | +13.4% | +16.3% |
| 3Y | +67.0% | +21.6% | +45.4% | +54.3% |
| 5Y | +51.1% | +13.1% | +38.0% | +40.6% |
| 10Y | +146.5% | +101.3% | +45.2% | +86.1% |
| All | +212.3% | +260.7% | -48.4% | +87.5% |
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