+98.0%
NI vs PSA
+13.0%
+85.0%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -0.6% | -3.6% | +3.1% | +0.9% |
| 30D | -1.4% | -9.4% | +8.0% | +2.5% |
| 3M | -10.6% | -8.2% | -2.4% | -7.7% |
| 6M | -9.9% | -1.8% | -8.1% | -9.7% |
| YTD | +1.2% | +15.7% | -14.6% | -5.5% |
| 1Y | +4.4% | +6.3% | -1.9% | +0.9% |
| 3Y | +68.6% | +21.6% | +47.0% | +50.7% |
| 5Y | +98.0% | +13.5% | +84.5% | +84.3% |
| All | +98.0% | +13.0% | +85.0% | +84.3% |
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