+302.3%
NEM vs PSA
+102.6%
+199.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.3% |
| 7D | -1.0% | -1.8% | +0.8% | -0.4% |
| 30D | +7.8% | -8.4% | +16.2% | +10.9% |
| 3M | +30.2% | -7.8% | +38.1% | +33.3% |
| 6M | +9.6% | +0.8% | +8.8% | +8.8% |
| YTD | +27.8% | +16.5% | +11.3% | +21.1% |
| 1Y | +60.7% | +4.7% | +56.0% | +57.4% |
| 3Y | +245.3% | +21.1% | +224.2% | +219.9% |
| 5Y | +155.3% | +14.2% | +141.2% | +138.6% |
| All | +302.3% | +102.6% | +199.7% | +221.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling