+24.4%
NSC vs PSA
+30.3%
-6.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.9% | -1.9% | -2.5% |
| 7D | -6.6% | +3.9% | -10.5% | -8.1% |
| 30D | +2.2% | +19.7% | -17.5% | -5.2% |
| 3M | -6.2% | +4.3% | -10.5% | -7.9% |
| 6M | +1.7% | +11.4% | -9.7% | -3.1% |
| YTD | +12.2% | +33.9% | -21.7% | -1.2% |
| 1Y | +15.4% | +28.3% | -12.9% | +3.4% |
| 3Y | +73.3% | +53.5% | +19.9% | +40.8% |
| All | +24.4% | +30.3% | -6.0% | +3.5% |
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