+100.5%
PSA vs NTRS
+259.9%
-159.4%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.4% | +0.4% |
| 7D | -1.8% | +1.4% | -3.2% | -2.1% |
| 30D | -8.4% | -0.7% | -7.7% | -8.3% |
| 3M | -7.8% | +11.3% | -19.2% | -10.1% |
| 6M | +0.8% | +35.5% | -34.7% | -5.9% |
| YTD | +16.5% | +40.6% | -24.1% | +7.7% |
| 1Y | +4.7% | +49.2% | -44.5% | -4.6% |
| 3Y | +21.1% | +167.2% | -146.2% | -3.8% |
| 5Y | +14.2% | +94.9% | -80.7% | -5.0% |
| All | +100.5% | +259.9% | -159.4% | +52.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 10y: compounded portfolio wealth divided by compounded NTRS 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…
10y analysis · Full analysis span regression · 6 months rolling