+14.9%
PSA vs NVMI
+261.9%
-247.0%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -0.9% | +0.5% |
| 7D | -1.8% | -0.1% | -1.7% | -1.8% |
| 30D | -8.4% | -8.4% | 0.0% | -7.9% |
| 3M | -7.8% | -33.6% | +25.7% | -5.7% |
| 6M | +0.8% | -14.7% | +15.5% | +1.0% |
| YTD | +16.5% | +13.2% | +3.3% | +14.0% |
| 1Y | +4.7% | +29.0% | -24.3% | +1.2% |
| 3Y | +21.1% | +215.0% | -193.9% | +2.1% |
| All | +14.9% | +261.9% | -247.0% | -5.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 NVMI 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