+120.2%
NEM vs PSA
+26.3%
+93.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.7% | +0.5% |
| 7D | -6.4% | -1.4% | -5.0% | -5.8% |
| 30D | +1.4% | +15.2% | -13.8% | -4.3% |
| 3M | -0.7% | +2.2% | -2.9% | -1.7% |
| 6M | -4.5% | +11.7% | -16.1% | -9.4% |
| YTD | +14.0% | +32.0% | -18.0% | +1.0% |
| 1Y | +27.3% | +26.3% | +1.0% | +14.7% |
| 3Y | +250.5% | +52.4% | +198.1% | +186.6% |
| All | +120.2% | +26.3% | +93.9% | +96.6% |
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