+66.0%
NUE vs PSA
+22.3%
+43.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +0.9% | +1.4% |
| 7D | -0.6% | -1.8% | +1.2% | -0.1% |
| 30D | -4.6% | -8.4% | +3.8% | -2.2% |
| 3M | -0.3% | -7.8% | +7.5% | +1.9% |
| 6M | +51.9% | +0.8% | +51.1% | +50.7% |
| YTD | +60.0% | +16.5% | +43.5% | +52.3% |
| 1Y | +82.9% | +4.7% | +78.2% | +78.7% |
| 3Y | +66.0% | +21.1% | +44.9% | +52.1% |
| All | +66.0% | +22.3% | +43.7% | +52.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling