-10.8%
NVTS vs PSA
+28.0%
-38.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +2.8% | +6.2% | +9.0% |
| 7D | -0.3% | +10.5% | -10.9% | -0.4% |
| 30D | -24.4% | +21.7% | -46.1% | -24.9% |
| 3M | -26.5% | +6.1% | -32.5% | -26.3% |
| 6M | -41.4% | +18.3% | -59.7% | -45.5% |
| YTD | +30.7% | +36.1% | -5.4% | +12.7% |
| 1Y | -10.8% | +29.3% | -40.1% | -25.9% |
| All | -10.8% | +28.0% | -38.8% | -25.9% |
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