+15,768.5%
NOC vs PSA
+14,185.8%
+1,582.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.2% | -1.3% | -2.2% |
| 7D | -5.2% | -3.7% | -1.5% | -4.4% |
| 30D | -7.2% | -7.7% | +0.5% | -5.5% |
| 3M | -5.1% | -0.6% | -4.5% | -5.1% |
| 6M | -31.1% | -0.9% | -30.2% | -31.1% |
| YTD | -8.6% | +18.7% | -27.2% | -12.4% |
| 1Y | -9.7% | +7.6% | -17.4% | -11.6% |
| 3Y | +24.3% | +23.7% | +0.6% | +16.5% |
| 5Y | +52.6% | +13.7% | +39.0% | +44.4% |
| 10Y | +183.6% | +98.9% | +84.7% | +133.2% |
| All | +15,768.5% | +14,185.8% | +1,582.7% | +7,144.7% |
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