-18.6%
NRG vs PSA
+7.3%
-25.8%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -1.2% | +7.6% | +6.7% |
| 7D | +7.1% | -3.7% | +10.8% | +8.2% |
| 30D | -1.4% | -7.7% | +6.3% | +0.7% |
| 3M | -10.5% | -0.6% | -9.9% | -12.0% |
| 6M | -26.7% | -0.9% | -25.8% | -29.6% |
| YTD | -24.5% | +18.7% | -43.2% | -27.5% |
| 1Y | -18.6% | +7.6% | -26.2% | -23.4% |
| All | -18.6% | +7.3% | -25.8% | -23.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling