-9.0%
NOC vs PSA
+6.0%
-15.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -1.8% | -3.6% | +1.9% | -0.6% |
| 30D | -9.4% | -9.4% | -0.1% | -6.6% |
| 3M | -3.8% | -8.2% | +4.4% | -1.3% |
| 6M | -28.8% | -1.8% | -26.9% | -28.2% |
| YTD | -7.9% | +15.7% | -23.6% | -12.9% |
| 1Y | -9.0% | +6.3% | -15.3% | -12.3% |
| All | -9.0% | +6.0% | -15.0% | -12.3% |
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