+72.7%
NEM vs PSA
+7.3%
+65.4%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -1.3% |
| 7D | +0.3% | -3.7% | +4.0% | +1.9% |
| 30D | +23.1% | -7.7% | +30.8% | +27.3% |
| 3M | +18.5% | -0.6% | +19.1% | +16.7% |
| 6M | +7.8% | -0.9% | +8.7% | +5.1% |
| YTD | +29.1% | +18.7% | +10.5% | +16.1% |
| 1Y | +72.7% | +7.6% | +65.0% | +67.7% |
| All | +72.7% | +7.3% | +65.4% | +67.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling