+1,747.1%
NXPI vs PSA
+444.4%
+1,302.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +1.9% |
| 7D | +1.9% | -3.7% | +5.6% | +3.8% |
| 30D | -1.4% | -7.7% | +6.3% | +2.6% |
| 3M | -29.1% | -0.6% | -28.4% | -29.5% |
| 6M | +6.2% | -0.9% | +7.1% | +5.4% |
| YTD | +5.9% | +18.7% | -12.8% | -4.7% |
| 1Y | +2.9% | +7.6% | -4.8% | -2.7% |
| 3Y | +14.5% | +23.7% | -9.2% | -1.6% |
| 5Y | +17.1% | +13.7% | +3.4% | +2.9% |
| 10Y | +193.4% | +98.9% | +94.5% | +70.7% |
| All | +1,747.1% | +444.4% | +1,302.7% | +254.8% |
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 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