-24.0%
NKE vs PSA
+102.6%
-126.6%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.2% | +0.2% |
| 7D | -4.2% | -1.8% | -2.3% | -3.4% |
| 30D | -8.2% | -8.4% | +0.2% | -4.8% |
| 3M | -19.1% | -7.8% | -11.2% | -16.3% |
| 6M | -32.6% | +0.8% | -33.4% | -33.0% |
| YTD | -40.7% | +16.5% | -57.2% | -44.5% |
| 1Y | -48.9% | +4.7% | -53.6% | -50.1% |
| 3Y | -59.2% | +21.1% | -80.3% | -63.0% |
| 5Y | -75.3% | +14.2% | -89.5% | -77.4% |
| All | -24.0% | +102.6% | -126.6% | -45.9% |
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