+780.3%
PSA vs EMB
+126.5%
+653.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.3% |
| 7D | -2.1% | -0.7% | -1.4% | -1.8% |
| 30D | +15.6% | +0.5% | +15.1% | +15.3% |
| 3M | +4.1% | -2.5% | +6.5% | +5.5% |
| 6M | +9.2% | -2.0% | +11.2% | +10.4% |
| YTD | +32.3% | -0.9% | +33.2% | +33.1% |
| 1Y | +26.2% | -0.3% | +26.5% | +26.6% |
| 3Y | +53.7% | +29.2% | +24.5% | +36.5% |
| 5Y | +26.6% | +7.4% | +19.1% | +20.8% |
| 10Y | +132.8% | +35.8% | +97.1% | +106.0% |
| All | +780.3% | +126.5% | +653.7% | +572.2% |
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