+184.5%
NOK vs PSA
+21.5%
+163.0%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.3% | +3.4% | +1.4% |
| 7D | +9.3% | -2.2% | +11.6% | +9.7% |
| 30D | +17.9% | -9.6% | +27.4% | +19.6% |
| 3M | -22.3% | -7.9% | -14.4% | -21.7% |
| 6M | +36.4% | -2.0% | +38.4% | +34.4% |
| YTD | +66.3% | +15.7% | +50.6% | +55.8% |
| 1Y | +134.4% | +5.8% | +128.7% | +125.4% |
| All | +184.5% | +21.5% | +163.0% | +154.9% |
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