-74.7%
NKE vs PSA
+13.7%
-88.4%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -4.7% |
| 3M | -19.1% | -7.8% | -11.2% | -16.2% |
| 6M | -32.6% | +0.8% | -33.4% | -33.0% |
| YTD | -40.7% | +16.5% | -57.2% | -44.6% |
| 1Y | -48.9% | +4.7% | -53.6% | -50.1% |
| 3Y | -59.2% | +21.1% | -80.3% | -63.2% |
| All | -74.7% | +13.7% | -88.4% | -76.6% |
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