-52.6%
NVTS vs PSA
+26.5%
-79.1%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.7% | -4.3% | -4.7% |
| 7D | +21.6% | -2.1% | +23.7% | +22.9% |
| 30D | -8.5% | +15.6% | -24.1% | -15.3% |
| 3M | -31.4% | +4.1% | -35.4% | -33.0% |
| 6M | -50.3% | +9.2% | -59.5% | -53.7% |
| YTD | +33.9% | +32.3% | +1.6% | +11.3% |
| 1Y | +10.6% | +26.2% | -15.5% | -5.5% |
| 3Y | +52.7% | +53.7% | -1.0% | +13.0% |
| All | -52.6% | +26.5% | -79.1% | -57.3% |
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