-25.1%
NOW vs PSA
+26.3%
-51.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.7% |
| 7D | +0.3% | -1.4% | +1.7% | +0.8% |
| 30D | -27.0% | +15.2% | -42.1% | -30.6% |
| 3M | -19.6% | +2.2% | -21.9% | -20.5% |
| 6M | +17.5% | +11.7% | +5.8% | +12.5% |
| YTD | -33.3% | +32.0% | -65.3% | -41.1% |
| 1Y | -39.8% | +26.3% | -66.1% | -45.9% |
| 3Y | -19.9% | +52.4% | -72.3% | -38.9% |
| All | -25.1% | +26.3% | -51.4% | -38.9% |
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 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