-7.8%
NVTS vs PSA
+16.1%
-23.9%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.2% | +7.5% | +6.9% |
| 7D | +2.7% | -3.7% | +6.4% | +4.6% |
| 30D | -4.5% | -7.7% | +3.3% | -0.5% |
| 3M | -61.5% | -0.6% | -60.9% | -62.4% |
| 6M | +28.0% | -0.9% | +28.9% | +25.5% |
| YTD | +65.3% | +18.7% | +46.6% | +45.5% |
| 1Y | +113.0% | +7.6% | +105.4% | +98.6% |
| 3Y | +34.7% | +23.7% | +11.0% | +12.0% |
| All | -7.8% | +16.1% | -23.9% | -14.5% |
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