+251.1%
PH vs NWSA
+39.6%
+211.5%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.3% |
| 7D | 0.0% | -3.4% | +3.4% | +1.7% |
| 30D | -10.3% | +3.9% | -14.2% | -12.0% |
| 3M | +5.1% | +8.9% | -3.8% | +0.1% |
| 6M | +2.3% | +21.2% | -18.9% | -8.2% |
| YTD | +8.7% | +13.8% | -5.1% | +0.1% |
| 1Y | +26.8% | +1.4% | +25.4% | +23.9% |
| 3Y | +139.2% | +44.0% | +95.2% | +93.7% |
| 5Y | +251.1% | +40.5% | +210.6% | +179.2% |
| All | +251.1% | +39.6% | +211.5% | +179.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling