+21.1%
PSA vs NTRS
+168.2%
-147.1%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.4% | +0.4% |
| 7D | -1.8% | +1.4% | -3.2% | -2.2% |
| 30D | -8.4% | -0.7% | -7.7% | -8.2% |
| 3M | -7.8% | +11.3% | -19.2% | -10.7% |
| 6M | +0.8% | +35.5% | -34.7% | -7.8% |
| YTD | +16.5% | +40.6% | -24.1% | +5.1% |
| 1Y | +4.7% | +49.2% | -44.5% | -7.4% |
| 3Y | +21.1% | +167.2% | -146.2% | -17.2% |
| All | +21.1% | +168.2% | -147.1% | -17.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling