+3,448.8%
PSA vs NVMI
+1,976.9%
+1,471.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.9% | -1.5% | -2.3% |
| 7D | -2.2% | +6.9% | -9.2% | -2.7% |
| 30D | -9.6% | -2.8% | -6.7% | -9.4% |
| 3M | -7.9% | -27.3% | +19.4% | -6.5% |
| 6M | -2.0% | -13.7% | +11.7% | -1.8% |
| YTD | +15.7% | +13.8% | +1.9% | +13.7% |
| 1Y | +5.8% | +34.9% | -29.1% | +2.6% |
| 3Y | +21.6% | +213.5% | -192.0% | +9.6% |
| 5Y | +13.1% | +272.5% | -259.3% | -0.1% |
| 10Y | +101.3% | +3,142.4% | -3,041.2% | +52.2% |
| All | +3,448.8% | +1,976.9% | +1,471.9% | +2,174.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling