+21.1%
PSA vs NTR
+36.8%
-15.7%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.7% |
| 7D | -1.8% | -1.3% | -0.5% | -1.7% |
| 30D | -8.4% | +16.8% | -25.1% | -10.2% |
| 3M | -7.8% | +20.7% | -28.6% | -10.2% |
| 6M | +0.8% | +0.5% | +0.3% | +0.7% |
| YTD | +16.5% | +29.2% | -12.7% | +10.7% |
| 1Y | +4.7% | +39.6% | -34.9% | -2.3% |
| 3Y | +21.1% | +37.9% | -16.8% | +15.4% |
| All | +21.1% | +36.8% | -15.7% | +15.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling