+1,112.8%
PH vs NWSA
+102.5%
+1,010.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.7% | -2.7% | -1.4% |
| 7D | +4.3% | +2.2% | +2.1% | +3.2% |
| 30D | +0.1% | -8.8% | +8.9% | +4.0% |
| 3M | -9.4% | -6.5% | -2.9% | -7.5% |
| 6M | +8.8% | +1.5% | +7.3% | +5.2% |
| YTD | +9.6% | +4.0% | +5.6% | +3.5% |
| 1Y | +14.4% | +3.4% | +11.0% | +8.4% |
| 3Y | +134.5% | +34.8% | +99.7% | +90.8% |
| 5Y | +204.4% | +18.4% | +186.1% | +158.2% |
| 10Y | +697.3% | +149.2% | +548.1% | +318.6% |
| All | +1,112.8% | +102.5% | +1,010.3% | +590.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling