+476.9%
NEM vs PSA
+14,185.8%
-13,708.8%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -1.6% |
| 7D | +0.3% | -3.7% | +4.0% | +1.0% |
| 30D | +23.1% | -7.7% | +30.8% | +25.0% |
| 3M | +18.5% | -0.6% | +19.1% | +18.4% |
| 6M | +7.8% | -0.9% | +8.7% | +7.8% |
| YTD | +29.1% | +18.7% | +10.5% | +24.8% |
| 1Y | +72.7% | +7.6% | +65.0% | +69.9% |
| 3Y | +248.7% | +23.7% | +225.1% | +233.1% |
| 5Y | +148.7% | +13.7% | +135.0% | +140.0% |
| 10Y | +304.8% | +98.9% | +205.9% | +249.5% |
| All | +476.9% | +14,185.8% | -13,708.8% | +253.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling