+60.7%
NEM vs PSA
+6.8%
+53.9%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.3% |
| 7D | -1.0% | -1.8% | +0.8% | -0.2% |
| 30D | +7.8% | -8.4% | +16.2% | +11.8% |
| 3M | +30.2% | -7.8% | +38.1% | +34.1% |
| 6M | +9.6% | +0.8% | +8.8% | +5.8% |
| YTD | +27.8% | +16.5% | +11.3% | +15.6% |
| 1Y | +60.7% | +4.7% | +56.0% | +59.3% |
| All | +60.7% | +6.8% | +53.9% | +59.3% |
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