+689.5%
PSA vs EMB
+132.1%
+557.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -3.7% | 0.0% | -3.7% | -3.7% |
| 30D | -7.7% | -0.3% | -7.4% | -7.6% |
| 3M | -0.6% | -0.4% | -0.2% | -0.4% |
| 6M | -0.9% | +0.1% | -1.0% | -0.9% |
| YTD | +18.7% | +1.6% | +17.1% | +17.8% |
| 1Y | +7.6% | +5.6% | +2.0% | +4.8% |
| 3Y | +23.7% | +29.8% | -6.2% | +9.3% |
| 5Y | +13.7% | +7.3% | +6.4% | +8.1% |
| 10Y | +98.9% | +30.4% | +68.4% | +76.6% |
| All | +689.5% | +132.1% | +557.3% | +494.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling