+21.5%
PSA vs NVD
-99.1%
+120.7%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.5% | -4.5% | 0.0% |
| 7D | -3.6% | +9.0% | -12.7% | -3.7% |
| 30D | -9.4% | -5.5% | -3.9% | -9.3% |
| 3M | -8.2% | -24.6% | +16.4% | -8.0% |
| 6M | -1.8% | -42.1% | +40.2% | -1.6% |
| YTD | +15.7% | -44.3% | +60.1% | +16.0% |
| 1Y | +6.3% | -54.2% | +60.5% | +6.6% |
| 3Y | +21.6% | -99.1% | +120.7% | +13.0% |
| All | +21.5% | -99.1% | +120.7% | +12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 5y: compounded portfolio wealth divided by compounded NVD 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…
5y analysis · Full analysis span regression · 6 months rolling