+172.5%
PG vs NWSA
+121.1%
+51.4%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.6% |
| 7D | -0.8% | -2.8% | +2.0% | -0.3% |
| 30D | +0.8% | +3.0% | -2.2% | +0.3% |
| 3M | -1.3% | +12.3% | -13.7% | -3.4% |
| 6M | -3.8% | +21.9% | -25.7% | -7.3% |
| YTD | +3.6% | +13.6% | -9.9% | +1.0% |
| 1Y | -5.7% | +0.5% | -6.2% | -6.3% |
| 3Y | +1.6% | +43.8% | -42.2% | -6.3% |
| 5Y | +14.6% | +41.2% | -26.6% | +4.1% |
| 10Y | +121.2% | +148.6% | -27.4% | +68.0% |
| All | +172.5% | +121.1% | +51.4% | +110.6% |
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