+31.0%
PSA vs NXT
+231.9%
-200.9%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.8% | -0.1% |
| 7D | -2.1% | -5.7% | +3.7% | -1.8% |
| 30D | +16.2% | +18.5% | -2.3% | +15.3% |
| 3M | +4.3% | -4.1% | +8.4% | +4.2% |
| 6M | +9.9% | -20.3% | +30.2% | +10.2% |
| YTD | +33.3% | +15.5% | +17.8% | +30.7% |
| 1Y | +25.8% | -5.0% | +30.8% | +24.5% |
| 3Y | +54.8% | +191.6% | -136.9% | +40.2% |
| All | +31.0% | +231.9% | -200.9% | +18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 NXT 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