+60.7%
NOK vs PSA
+26.3%
+34.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.2% | -2.3% | -2.5% |
| 7D | +5.4% | -1.4% | +6.8% | +5.7% |
| 30D | -14.1% | +15.2% | -29.3% | -17.3% |
| 3M | -23.6% | +2.2% | -25.8% | -24.1% |
| 6M | -45.1% | +11.7% | -56.8% | -47.4% |
| YTD | +24.7% | +32.0% | -7.3% | +12.6% |
| 1Y | +19.0% | +26.3% | -7.3% | +9.1% |
| 3Y | +147.0% | +52.4% | +94.7% | +106.3% |
| All | +60.7% | +26.3% | +34.5% | +31.7% |
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 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