+113.3%
NWSA vs PSLV
+145.8%
-32.4%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.3% | +4.5% | -0.3% |
| 7D | -4.8% | -4.9% | +0.1% | -4.3% |
| 30D | +3.0% | -1.9% | +4.8% | +3.1% |
| 3M | +9.3% | +4.2% | +5.1% | +8.6% |
| 6M | +23.2% | -27.6% | +50.8% | +26.6% |
| YTD | +13.3% | -11.7% | +25.0% | +11.8% |
| 1Y | +2.9% | +49.3% | -46.4% | -6.0% |
| 3Y | +43.3% | +167.1% | -123.8% | +19.5% |
| 5Y | +40.9% | +151.7% | -110.8% | +17.1% |
| 10Y | +148.1% | +187.0% | -38.9% | +98.5% |
| All | +113.3% | +145.8% | -32.4% | +69.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling