+5,990.1%
NKE vs PSA
+13,835.3%
-7,845.1%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.3% | +0.4% | -1.2% |
| 7D | -2.3% | -2.2% | -0.1% | -1.6% |
| 30D | -10.4% | -9.6% | -0.8% | -7.4% |
| 3M | -15.5% | -7.9% | -7.6% | -13.2% |
| 6M | -32.6% | -2.0% | -30.6% | -32.3% |
| YTD | -39.8% | +15.7% | -55.6% | -42.7% |
| 1Y | -47.6% | +5.8% | -53.3% | -48.7% |
| 3Y | -59.0% | +21.6% | -80.6% | -61.9% |
| 5Y | -74.9% | +13.1% | -88.1% | -76.4% |
| 10Y | -21.9% | +101.3% | -123.2% | -39.6% |
| All | +5,990.1% | +13,835.3% | -7,845.1% | +2,297.5% |
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