+154.0%
NEM vs PSA
+13.0%
+140.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -3.3% | -3.6% | +0.4% | -1.9% |
| 30D | +7.8% | -9.4% | +17.2% | +12.1% |
| 3M | +36.3% | -8.2% | +44.4% | +40.3% |
| 6M | +6.6% | -1.8% | +8.4% | +6.6% |
| YTD | +27.1% | +15.7% | +11.4% | +19.1% |
| 1Y | +62.3% | +6.3% | +56.1% | +57.1% |
| 3Y | +245.1% | +21.6% | +223.5% | +210.1% |
| 5Y | +154.0% | +13.5% | +140.5% | +136.2% |
| All | +154.0% | +13.0% | +140.9% | +136.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling