-27.3%
NRG vs PSA
+6.8%
-34.1%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.0% | +1.4% |
| 7D | -4.7% | -1.8% | -2.8% | -4.1% |
| 30D | -6.0% | -8.4% | +2.4% | -3.5% |
| 3M | -8.0% | -7.8% | -0.1% | -6.3% |
| 6M | -23.2% | +0.8% | -24.0% | -26.5% |
| YTD | -28.1% | +16.5% | -44.5% | -31.5% |
| 1Y | -27.3% | +4.7% | -32.0% | -32.6% |
| All | -27.3% | +6.8% | -34.1% | -32.6% |
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