+13,676.9%
PSA vs NTRS
+7,716.8%
+5,960.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -0.5% |
| 7D | -3.6% | +0.3% | -4.0% | -3.8% |
| 30D | -9.4% | +0.2% | -9.5% | -9.5% |
| 3M | -8.2% | +13.2% | -21.4% | -12.3% |
| 6M | -1.8% | +36.9% | -38.8% | -12.4% |
| YTD | +15.7% | +39.1% | -23.4% | +2.4% |
| 1Y | +6.3% | +50.4% | -44.2% | -8.7% |
| 3Y | +21.6% | +166.8% | -145.2% | -16.1% |
| 5Y | +13.5% | +92.9% | -79.4% | -15.2% |
| 10Y | +101.3% | +255.7% | -154.4% | +9.4% |
| All | +13,676.9% | +7,716.8% | +5,960.1% | +4,683.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling