-1.8%
PSA vs NTRS
+35.7%
-37.5%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -0.2% |
| 7D | -3.6% | +0.3% | -4.0% | -3.7% |
| 30D | -9.4% | +0.2% | -9.5% | -9.5% |
| 3M | -8.2% | +13.2% | -21.4% | -10.4% |
| 6M | -1.8% | +36.9% | -38.8% | -12.7% |
| All | -1.8% | +35.7% | -37.5% | -12.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling