+695.9%
PH vs NWSA
+148.1%
+547.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.7% | -2.7% | -1.5% |
| 7D | +4.3% | +2.2% | +2.1% | +3.1% |
| 30D | +0.1% | -8.8% | +8.9% | +4.1% |
| 3M | -9.4% | -6.5% | -2.9% | -7.4% |
| 6M | +8.8% | +1.5% | +7.3% | +4.9% |
| YTD | +9.6% | +4.0% | +5.6% | +3.1% |
| 1Y | +14.4% | +3.4% | +11.0% | +7.9% |
| 3Y | +134.5% | +34.8% | +99.7% | +87.4% |
| 5Y | +204.4% | +18.4% | +186.1% | +154.7% |
| All | +695.9% | +148.1% | +547.7% | +292.0% |
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