+0.3%
NOC vs PSA
+26.5%
-26.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.5% | +0.3% |
| 7D | +4.8% | -1.4% | +6.3% | +5.3% |
| 30D | +11.0% | +15.2% | -4.1% | +5.2% |
| 3M | -3.8% | +2.2% | -6.0% | -5.1% |
| 6M | +0.6% | +11.7% | -11.0% | -4.1% |
| YTD | -2.3% | +32.0% | -34.3% | -14.1% |
| 1Y | +0.3% | +26.3% | -26.0% | -10.1% |
| All | +0.3% | +26.5% | -26.2% | -10.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling