+5,122.5%
NI vs PSA
+14,166.4%
-9,043.9%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.4% | +1.3% |
| 7D | +2.3% | -0.4% | +2.7% | +2.4% |
| 30D | -1.7% | -8.2% | +6.5% | +0.7% |
| 3M | -8.0% | -2.1% | -5.9% | -7.6% |
| 6M | -8.6% | -0.2% | -8.4% | -8.9% |
| YTD | +2.3% | +18.5% | -16.2% | -2.9% |
| 1Y | +6.9% | +6.6% | +0.4% | +4.5% |
| 3Y | +70.6% | +24.5% | +46.1% | +58.2% |
| 5Y | +96.4% | +13.6% | +82.8% | +85.6% |
| 10Y | +136.1% | +102.0% | +34.2% | +90.8% |
| All | +5,122.5% | +14,166.4% | -9,043.9% | +2,504.0% |
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