+7,440.8%
PSA vs EME
+62,686.5%
-55,245.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.5% | -2.7% | -0.8% |
| 7D | -0.4% | +5.2% | -5.6% | -1.7% |
| 30D | -8.2% | -5.4% | -2.8% | -7.1% |
| 3M | -2.1% | -6.1% | +4.0% | -2.0% |
| 6M | -0.2% | +9.7% | -9.9% | -4.3% |
| YTD | +18.5% | +26.6% | -8.1% | +9.1% |
| 1Y | +6.6% | +24.6% | -18.1% | -2.5% |
| 3Y | +24.5% | +249.6% | -225.1% | -17.3% |
| 5Y | +13.6% | +556.6% | -543.0% | -37.5% |
| 10Y | +102.0% | +1,286.6% | -1,184.7% | -16.5% |
| All | +7,440.8% | +62,686.5% | -55,245.7% | +2,095.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling