-9.4%
NVTS vs PSA
+13.3%
-22.6%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.3% | -1.0% | -2.1% |
| 7D | +3.5% | -2.2% | +5.7% | +4.6% |
| 30D | -11.9% | -9.6% | -2.4% | -7.4% |
| 3M | -49.2% | -7.9% | -41.3% | -47.9% |
| 6M | +38.4% | -2.0% | +40.4% | +36.4% |
| YTD | +62.5% | +15.7% | +46.7% | +44.9% |
| 1Y | +101.4% | +5.8% | +95.6% | +89.5% |
| 3Y | +40.4% | +21.6% | +18.9% | +17.8% |
| All | -9.4% | +13.3% | -22.6% | -14.8% |
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 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