+75.0%
NSC vs PSA
+54.3%
+20.6%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.5% |
| 7D | +2.5% | -1.4% | +3.9% | +3.1% |
| 30D | +1.7% | +15.2% | -13.5% | -4.0% |
| 3M | -2.6% | +2.2% | -4.8% | -3.5% |
| 6M | +6.4% | +11.7% | -5.2% | +1.4% |
| YTD | +15.5% | +32.0% | -16.5% | +2.7% |
| 1Y | +17.6% | +26.3% | -8.7% | +6.4% |
| 3Y | +75.0% | +52.4% | +22.6% | +39.2% |
| All | +75.0% | +54.3% | +20.6% | +39.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling