+145.1%
NUE vs PSA
+13.0%
+132.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -2.7% | -3.6% | +1.0% | -1.3% |
| 30D | -6.1% | -9.4% | +3.3% | -2.5% |
| 3M | +2.2% | -8.2% | +10.4% | +5.4% |
| 6M | +50.8% | -1.8% | +52.6% | +50.9% |
| YTD | +57.5% | +15.7% | +41.8% | +47.4% |
| 1Y | +82.5% | +6.3% | +76.2% | +76.2% |
| 3Y | +61.7% | +21.6% | +40.1% | +42.1% |
| 5Y | +145.1% | +13.5% | +131.7% | +125.7% |
| All | +145.1% | +13.0% | +132.1% | +125.7% |
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