+137.2%
NWSA vs PSLV
+190.6%
-53.4%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.2% |
| 7D | -2.8% | -3.5% | +0.7% | -2.4% |
| 30D | +3.0% | -2.1% | +5.2% | +3.2% |
| 3M | +12.3% | -1.6% | +14.0% | +12.2% |
| 6M | +21.9% | -25.5% | +47.4% | +25.4% |
| YTD | +13.6% | -11.4% | +25.0% | +11.3% |
| 1Y | +0.5% | +48.6% | -48.1% | -10.4% |
| 3Y | +43.8% | +166.9% | -123.1% | +13.6% |
| 5Y | +41.2% | +152.4% | -111.2% | +11.1% |
| All | +137.2% | +190.6% | -53.4% | +71.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 10y: compounded portfolio wealth divided by compounded PSLV 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…
10y analysis · Full analysis span regression · 6 months rolling