+326.9%
NSC vs PSA
+100.1%
+226.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.3% | -0.4% |
| 7D | -1.5% | -0.4% | -1.1% | -1.4% |
| 30D | -1.9% | -8.2% | +6.2% | +1.6% |
| 3M | +6.2% | -2.1% | +8.4% | +7.0% |
| 6M | +9.2% | -0.2% | +9.4% | +8.8% |
| YTD | +15.0% | +18.5% | -3.5% | +6.5% |
| 1Y | +21.1% | +6.6% | +14.5% | +17.0% |
| 3Y | +78.6% | +24.5% | +54.1% | +58.9% |
| 5Y | +45.9% | +13.6% | +32.3% | +32.5% |
| 10Y | +326.9% | +102.0% | +224.9% | +195.1% |
| All | +326.9% | +100.1% | +226.8% | +195.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling