+420.3%
NVT vs PSA
+13.7%
+406.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.6% | +4.0% | +4.5% |
| 7D | +4.1% | -1.8% | +5.9% | +4.6% |
| 30D | -5.1% | -8.4% | +3.2% | -2.8% |
| 3M | -1.2% | -7.8% | +6.7% | +0.6% |
| 6M | +46.6% | +0.8% | +45.8% | +44.4% |
| YTD | +60.0% | +16.5% | +43.5% | +50.0% |
| 1Y | +70.8% | +4.7% | +66.1% | +65.4% |
| 3Y | +187.5% | +21.1% | +166.5% | +154.8% |
| All | +420.3% | +13.7% | +406.6% | +365.6% |
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