+140.8%
PH vs NWSA
+44.8%
+96.0%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.2% | +0.1% |
| 7D | +0.4% | -2.6% | +3.0% | +1.6% |
| 30D | -10.8% | +4.6% | -15.4% | -12.6% |
| 3M | +8.5% | +10.2% | -1.7% | +3.3% |
| 6M | +3.9% | +21.6% | -17.7% | -6.5% |
| YTD | +9.4% | +14.6% | -5.2% | +1.2% |
| 1Y | +26.8% | +0.4% | +26.4% | +27.4% |
| 3Y | +140.8% | +45.0% | +95.8% | +98.0% |
| All | +140.8% | +44.8% | +96.0% | +98.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling