+16.9%
NSC vs PSA
+27.1%
-10.2%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | -3.5% | -2.1% | -1.5% | -2.7% |
| 30D | +3.9% | +16.2% | -12.3% | -2.3% |
| 3M | -0.8% | +4.3% | -5.1% | -2.5% |
| 6M | +7.1% | +9.9% | -2.8% | +2.8% |
| YTD | +16.4% | +33.3% | -16.8% | +2.3% |
| 1Y | +16.9% | +25.8% | -8.9% | +6.4% |
| All | +16.9% | +27.1% | -10.2% | +6.4% |
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