+13.5%
PSA vs EME
+540.8%
-527.4%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.1% |
| 7D | -3.6% | +0.9% | -4.6% | -3.7% |
| 30D | -9.4% | -8.4% | -1.0% | -8.6% |
| 3M | -8.2% | -3.6% | -4.6% | -8.2% |
| 6M | -1.8% | +3.6% | -5.4% | -2.9% |
| YTD | +15.7% | +22.5% | -6.8% | +11.6% |
| 1Y | +6.3% | +18.2% | -11.9% | +2.4% |
| 3Y | +21.6% | +238.4% | -216.8% | -11.3% |
| 5Y | +13.5% | +550.5% | -537.1% | -34.2% |
| All | +13.5% | +540.8% | -527.4% | -34.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 5y: compounded portfolio wealth divided by compounded EME 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…
5y analysis · Full analysis span regression · 6 months rolling