+302.5%
NSC vs PSA
+140.2%
+162.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.6% | +1.8% |
| 7D | -5.4% | +1.5% | -6.8% | -5.9% |
| 30D | +2.9% | +16.7% | -13.7% | -3.6% |
| 3M | -2.2% | +4.0% | -6.2% | -3.9% |
| 6M | +5.3% | +10.9% | -5.6% | +0.4% |
| YTD | +14.8% | +34.2% | -19.5% | +0.6% |
| 1Y | +16.6% | +26.6% | -10.1% | +4.7% |
| 3Y | +78.6% | +54.7% | +23.9% | +44.5% |
| 5Y | +27.2% | +30.0% | -2.9% | +8.9% |
| 10Y | +302.5% | +132.7% | +169.9% | +160.9% |
| All | +302.5% | +140.2% | +162.3% | +160.9% |
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 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