+696.1%
PH vs NWSA
+141.7%
+554.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.1% | +0.6% | -0.4% |
| 7D | +7.4% | -0.8% | +8.2% | +7.8% |
| 30D | +0.5% | -11.3% | +11.8% | +6.2% |
| 3M | -10.2% | -8.1% | -2.2% | -7.5% |
| 6M | +8.9% | -0.7% | +9.6% | +6.3% |
| YTD | +9.7% | +1.3% | +8.3% | +4.6% |
| 1Y | +12.8% | -1.3% | +14.1% | +9.3% |
| 3Y | +134.6% | +28.4% | +106.2% | +92.8% |
| 5Y | +204.5% | +15.3% | +189.2% | +158.5% |
| All | +696.1% | +141.7% | +554.4% | +297.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling