+140.2%
NI vs PSA
+102.6%
+37.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.7% | -0.3% |
| 7D | 0.0% | -1.8% | +1.9% | +0.9% |
| 30D | -1.4% | -8.4% | +7.0% | +2.9% |
| 3M | -10.6% | -7.8% | -2.7% | -7.2% |
| 6M | -9.3% | +0.8% | -10.1% | -10.3% |
| YTD | +1.1% | +16.5% | -15.4% | -7.3% |
| 1Y | +3.4% | +4.7% | -1.3% | -0.2% |
| 3Y | +67.9% | +21.1% | +46.8% | +46.6% |
| 5Y | +98.0% | +14.2% | +83.8% | +73.7% |
| All | +140.2% | +102.6% | +37.6% | +48.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling