+7,836.4%
NVDA vs PSA
+132.6%
+7,703.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -1.9% |
| 7D | -12.7% | -1.4% | -11.3% | -12.4% |
| 30D | -26.4% | +15.2% | -41.6% | -29.6% |
| 3M | -27.6% | +2.2% | -29.9% | -28.3% |
| 6M | -27.7% | +11.7% | -39.4% | -30.7% |
| YTD | -12.5% | +32.0% | -44.5% | -20.9% |
| 1Y | -12.6% | +26.3% | -38.9% | -20.0% |
| 3Y | +235.9% | +52.4% | +183.6% | +170.7% |
| 5Y | +438.2% | +26.3% | +412.0% | +371.4% |
| All | +7,836.4% | +132.6% | +7,703.9% | +5,336.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling