+115.1%
NOK vs PSA
+13.7%
+101.4%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.6% | +4.2% | +4.7% |
| 7D | +11.0% | -1.8% | +12.8% | +11.4% |
| 30D | +7.8% | -8.4% | +16.2% | +10.0% |
| 3M | -21.0% | -7.8% | -13.2% | -19.9% |
| 6M | +40.9% | +0.8% | +40.1% | +38.3% |
| YTD | +72.0% | +16.5% | +55.5% | +61.0% |
| 1Y | +140.9% | +4.7% | +136.2% | +133.0% |
| 3Y | +194.3% | +21.1% | +173.2% | +166.5% |
| All | +115.1% | +13.7% | +101.4% | +94.1% |
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