+5,605.4%
NSC vs PSA
+14,185.8%
-8,580.4%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +0.9% |
| 7D | -5.5% | -3.7% | -1.8% | -4.3% |
| 30D | -3.2% | -7.7% | +4.5% | -0.4% |
| 3M | +7.7% | -0.6% | +8.3% | +7.8% |
| 6M | +4.5% | -0.9% | +5.4% | +4.5% |
| YTD | +15.6% | +18.7% | -3.1% | +8.4% |
| 1Y | +19.8% | +7.6% | +12.2% | +16.1% |
| 3Y | +70.1% | +23.7% | +46.4% | +55.5% |
| 5Y | +46.1% | +13.7% | +32.5% | +35.9% |
| 10Y | +328.1% | +98.9% | +229.2% | +221.2% |
| All | +5,605.4% | +14,185.8% | -8,580.4% | +1,833.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling