-24.1%
NU vs PSA
+28.0%
-52.2%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.8% | +0.5% | +2.6% |
| 7D | +0.2% | +10.5% | -10.4% | -2.3% |
| 30D | -21.0% | +21.7% | -42.7% | -24.6% |
| 3M | -16.3% | +6.1% | -22.4% | -17.7% |
| 6M | -15.3% | +18.3% | -33.7% | -19.7% |
| YTD | -28.4% | +36.1% | -64.4% | -36.0% |
| 1Y | -24.1% | +29.3% | -53.4% | -29.8% |
| All | -24.1% | +28.0% | -52.2% | -29.8% |
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