+45.9%
NSC vs PSA
+15.2%
+30.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +1.5% |
| 3M | +6.2% | -2.1% | +8.4% | +7.0% |
| 6M | +9.2% | -0.2% | +9.4% | +8.9% |
| YTD | +15.0% | +18.5% | -3.5% | +6.8% |
| 1Y | +21.1% | +6.6% | +14.5% | +17.1% |
| 3Y | +78.6% | +24.5% | +54.1% | +59.0% |
| 5Y | +45.9% | +13.6% | +32.3% | +36.9% |
| All | +45.9% | +15.2% | +30.7% | +36.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling