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  • PBR vs NWSA✓SelectedUSD · NWSAPBR vs NWSA performance historyLatest closeAs of+3.53%09/08
Stock and ETF performance explorer

PBR vs NWSA

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+414.6%
NWSA return
+123.2%
Excess return
+291.5%
Maximum drawdown
-86.0%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioNWSAExcessAlpha
1D+3.5%-1.9%+5.4%+4.6%
7D+2.5%-2.6%+5.1%+3.9%
30D+19.4%+4.6%+14.8%+16.2%
3M+20.8%+10.2%+10.6%+13.1%
6M+23.5%+21.6%+1.9%+8.5%
YTD+83.4%+14.6%+68.8%+65.6%
1Y+77.6%+0.4%+77.2%+72.2%
3Y+99.9%+45.0%+54.9%+50.1%
5Y+567.7%+41.3%+526.4%+374.1%
10Y+621.5%+142.8%+478.7%+205.7%
All+414.6%+123.2%+291.5%+130.8%

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 all: 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…

all analysis · Full analysis span regression · 6 months rolling