+113.0%
NVTS vs PSA
+7.3%
+105.7%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.2% | +7.5% | +6.6% |
| 7D | +2.7% | -3.7% | +6.4% | +3.5% |
| 30D | -4.5% | -7.7% | +3.3% | -2.8% |
| 3M | -61.5% | -0.6% | -60.9% | -63.2% |
| 6M | +28.0% | -0.9% | +28.9% | +18.9% |
| YTD | +65.3% | +18.7% | +46.6% | +35.2% |
| 1Y | +113.0% | +7.6% | +105.4% | +104.9% |
| All | +113.0% | +7.3% | +105.7% | +104.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling