+147.0%
NOK vs PSA
+54.3%
+92.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.2% | -2.3% | -2.5% |
| 7D | +5.4% | -1.4% | +6.8% | +5.5% |
| 30D | -14.1% | +15.2% | -29.3% | -15.6% |
| 3M | -23.6% | +2.2% | -25.8% | -23.8% |
| 6M | -45.1% | +11.7% | -56.8% | -46.5% |
| YTD | +24.7% | +32.0% | -7.3% | +15.6% |
| 1Y | +19.0% | +26.3% | -7.3% | +11.7% |
| 3Y | +147.0% | +52.4% | +94.7% | +112.0% |
| All | +147.0% | +54.3% | +92.7% | +112.0% |
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