+250.5%
NEM vs PSA
+21.5%
+229.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.3% | +3.6% | +2.3% |
| 7D | +3.1% | -2.2% | +5.3% | +4.0% |
| 30D | +10.0% | -9.6% | +19.5% | +14.7% |
| 3M | +30.9% | -7.9% | +38.8% | +34.8% |
| 6M | +10.5% | -2.0% | +12.5% | +10.3% |
| YTD | +29.7% | +15.7% | +14.0% | +20.6% |
| 1Y | +71.1% | +5.8% | +65.4% | +65.1% |
| All | +250.5% | +21.5% | +229.0% | +196.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling