+27.5%
NOC vs PSA
+21.5%
+6.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.7% | -0.1% |
| 7D | -1.6% | -2.2% | +0.7% | -1.1% |
| 30D | -10.4% | -9.6% | -0.8% | -8.5% |
| 3M | -5.6% | -7.9% | +2.3% | -4.1% |
| 6M | -30.4% | -2.0% | -28.4% | -30.2% |
| YTD | -8.5% | +15.7% | -24.2% | -11.0% |
| 1Y | -8.3% | +5.8% | -14.1% | -9.6% |
| All | +27.5% | +21.5% | +6.0% | +26.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling