+730.1%
NVT vs PSA
+114.2%
+616.0%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.3% | -0.2% | -1.6% |
| 7D | +7.0% | -2.2% | +9.2% | +7.9% |
| 30D | -2.3% | -9.6% | +7.2% | +1.2% |
| 3M | -3.1% | -7.9% | +4.8% | -0.8% |
| 6M | +47.0% | -2.0% | +49.0% | +46.3% |
| YTD | +56.2% | +15.7% | +40.5% | +45.3% |
| 1Y | +74.5% | +5.8% | +68.8% | +67.6% |
| 3Y | +184.0% | +21.6% | +162.5% | +149.3% |
| 5Y | +410.8% | +13.1% | +397.6% | +354.7% |
| All | +730.1% | +114.2% | +616.0% | +420.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling