+29.3%
PSA vs NTR
+36.7%
-7.4%
-13.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +4.0% | -1.2% | +2.7% |
| 7D | +10.5% | +4.3% | +6.2% | +10.4% |
| 30D | +21.7% | +2.6% | +19.1% | +21.6% |
| 3M | +6.1% | +8.5% | -2.5% | +6.1% |
| 6M | +18.3% | -3.3% | +21.7% | +18.6% |
| YTD | +36.1% | +19.6% | +16.5% | +30.7% |
| 1Y | +29.3% | +37.6% | -8.3% | +22.4% |
| All | +29.3% | +36.7% | -7.4% | +22.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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