+136.0%
NVO vs PSA
+102.6%
+33.4%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.6% | -2.8% | -2.3% |
| 7D | -7.6% | -1.8% | -5.8% | -7.2% |
| 30D | -6.0% | -8.4% | +2.4% | -4.1% |
| 3M | -0.8% | -7.8% | +7.1% | +1.0% |
| 6M | +16.5% | +0.8% | +15.7% | +16.1% |
| YTD | -11.1% | +16.5% | -27.6% | -14.2% |
| 1Y | -16.7% | +4.7% | -21.4% | -17.8% |
| 3Y | -52.9% | +21.1% | -74.0% | -55.3% |
| 5Y | -3.0% | +14.2% | -17.2% | -7.9% |
| All | +136.0% | +102.6% | +33.4% | +100.2% |
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