+31.9%
NVDL vs PSA
-1.9%
+33.8%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.3% | +0.5% | -1.8% |
| 7D | -0.8% | -2.2% | +1.4% | -0.8% |
| 30D | +3.4% | -9.6% | +13.0% | +3.6% |
| 3M | +8.1% | -7.9% | +16.0% | +7.4% |
| 6M | +31.9% | -2.0% | +33.9% | +26.4% |
| All | +31.9% | -1.9% | +33.8% | +26.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling