+7,386.6%
NEE vs PSA
+15,793.7%
-8,407.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.1% |
| 7D | -2.1% | -1.4% | -0.7% | -1.7% |
| 30D | +8.6% | +15.2% | -6.6% | +4.8% |
| 3M | -0.3% | +2.2% | -2.5% | -0.9% |
| 6M | -8.9% | +11.7% | -20.6% | -11.6% |
| YTD | +8.3% | +32.0% | -23.7% | +0.5% |
| 1Y | +4.3% | +26.3% | -22.0% | -2.2% |
| 3Y | +70.7% | +52.4% | +18.4% | +52.5% |
| 5Y | +12.8% | +26.3% | -13.5% | +4.9% |
| 10Y | +287.2% | +132.3% | +154.9% | +211.8% |
| All | +7,386.6% | +15,793.7% | -8,407.1% | +3,919.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 PSA 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