+414.6%
PBR vs NWSA
+123.2%
+291.5%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 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