+45.4%
NU vs PSA
+6.1%
+39.3%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -4.2% | -3.6% | -0.6% | -2.7% |
| 30D | +10.0% | -9.4% | +19.4% | +14.5% |
| 3M | +29.3% | -8.2% | +37.5% | +33.3% |
| 6M | +0.9% | -1.8% | +2.8% | +0.9% |
| YTD | -10.3% | +15.7% | -26.0% | -16.8% |
| 1Y | -3.2% | +6.3% | -9.4% | -7.1% |
| 3Y | +120.6% | +21.6% | +99.0% | +91.6% |
| All | +45.4% | +6.1% | +39.3% | +44.9% |
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