+56.7%
NOC vs PSA
+10.8%
+45.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.7% | 0.0% |
| 7D | -1.6% | -2.2% | +0.7% | -1.1% |
| 30D | -10.4% | -9.6% | -0.8% | -8.3% |
| 3M | -5.6% | -7.9% | +2.3% | -3.9% |
| 6M | -30.4% | -2.0% | -28.4% | -30.2% |
| YTD | -8.5% | +15.7% | -24.2% | -11.6% |
| 1Y | -8.3% | +5.8% | -14.1% | -9.8% |
| 3Y | +28.2% | +21.6% | +6.7% | +20.3% |
| 5Y | +56.7% | +13.1% | +43.6% | +57.8% |
| All | +56.7% | +10.8% | +45.9% | +57.8% |
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