+54.7%
PSA vs EMB
+30.0%
+24.8%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | -0.8% |
| 7D | +1.5% | +0.8% | +0.6% | +0.1% |
| 30D | +16.7% | +1.5% | +15.2% | +13.9% |
| 3M | +4.0% | -1.9% | +6.0% | +7.4% |
| 6M | +10.9% | -1.6% | +12.5% | +13.7% |
| YTD | +34.2% | 0.0% | +34.2% | +34.3% |
| 1Y | +26.6% | +1.1% | +25.6% | +24.5% |
| 3Y | +54.7% | +30.9% | +23.8% | +6.3% |
| All | +54.7% | +30.0% | +24.8% | +6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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