+16,820.8%
NOC vs PSA
+15,829.0%
+991.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.2% |
| 7D | +4.5% | -2.1% | +6.7% | +5.1% |
| 30D | +14.1% | +15.6% | -1.5% | +10.2% |
| 3M | -4.5% | +4.1% | -8.5% | -5.4% |
| 6M | -0.8% | +9.2% | -9.9% | -3.0% |
| YTD | -2.5% | +32.3% | -34.8% | -8.9% |
| 1Y | -0.1% | +26.2% | -26.2% | -5.7% |
| 3Y | +24.6% | +53.7% | -29.1% | +11.1% |
| 5Y | +65.6% | +26.6% | +39.0% | +52.9% |
| 10Y | +160.5% | +132.8% | +27.7% | +106.8% |
| All | +16,820.8% | +15,829.0% | +991.7% | +7,426.2% |
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