-45.1%
NOK vs PSA
+9.3%
-54.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.2% | -2.3% | -2.7% |
| 7D | +5.4% | -1.4% | +6.8% | +4.0% |
| 30D | -14.1% | +15.2% | -29.3% | -2.4% |
| 3M | -23.6% | +2.2% | -25.8% | -24.6% |
| 6M | -45.1% | +11.7% | -56.8% | -39.8% |
| All | -45.1% | +9.3% | -54.4% | -39.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling