+1,682.3%
NOK vs PSA
+6,741.6%
-5,059.3%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.1% | +6.3% | +6.2% |
| 7D | +7.3% | -0.4% | +7.7% | +7.4% |
| 30D | +13.8% | -8.2% | +21.9% | +17.5% |
| 3M | -27.0% | -2.1% | -24.9% | -27.1% |
| 6M | +37.6% | -0.2% | +37.8% | +35.8% |
| YTD | +64.6% | +18.5% | +46.1% | +51.2% |
| 1Y | +132.0% | +6.6% | +125.4% | +121.8% |
| 3Y | +183.7% | +24.5% | +159.2% | +150.7% |
| 5Y | +101.3% | +13.6% | +87.7% | +80.8% |
| 10Y | +122.4% | +102.0% | +20.4% | +51.9% |
| All | +1,682.3% | +6,741.6% | -5,059.3% | +292.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling