+797.8%
PH vs NWSA
+149.4%
+648.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.6% |
| 7D | -1.3% | -2.8% | +1.5% | +0.3% |
| 30D | -11.0% | +3.0% | -14.0% | -12.5% |
| 3M | +5.5% | +12.3% | -6.8% | -2.0% |
| 6M | +1.5% | +21.9% | -20.4% | -10.6% |
| YTD | +8.8% | +13.6% | -4.8% | -1.0% |
| 1Y | +24.5% | +0.5% | +24.0% | +21.1% |
| 3Y | +141.2% | +43.8% | +97.4% | +89.0% |
| 5Y | +256.3% | +41.2% | +215.1% | +172.6% |
| All | +797.8% | +149.4% | +648.5% | +346.3% |
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