+101.8%
PSA vs NTR
+103.7%
-1.9%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.4% | -2.3% |
| 7D | -2.2% | +0.5% | -2.8% | -2.3% |
| 30D | -9.6% | +21.7% | -31.3% | -12.5% |
| 3M | -7.9% | +22.8% | -30.7% | -11.2% |
| 6M | -2.0% | +8.2% | -10.2% | -3.9% |
| YTD | +15.7% | +32.9% | -17.2% | +9.2% |
| 1Y | +5.8% | +45.3% | -39.6% | -2.1% |
| 3Y | +21.6% | +41.7% | -20.1% | +11.7% |
| 5Y | +13.1% | +49.8% | -36.7% | +1.0% |
| All | +101.8% | +103.7% | -1.9% | +48.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling