+104.3%
PBR vs NWSA
+43.0%
+61.3%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.8% | +2.9% | +2.3% |
| 7D | +4.2% | -4.8% | +9.0% | +5.1% |
| 30D | +22.7% | +3.0% | +19.8% | +22.0% |
| 3M | +21.5% | +9.3% | +12.2% | +19.2% |
| 6M | +24.0% | +23.2% | +0.8% | +17.9% |
| YTD | +88.2% | +13.3% | +74.9% | +82.4% |
| 1Y | +74.8% | +2.9% | +71.9% | +73.4% |
| All | +104.3% | +43.0% | +61.3% | +81.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 3y: compounded portfolio wealth divided by compounded NWSA 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…
3y analysis · Full analysis span regression · 6 months rolling