+1,119.1%
PH vs NWSA
+127.4%
+991.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.6% | +0.8% |
| 7D | -3.1% | -1.9% | -1.2% | -2.1% |
| 30D | -3.2% | +4.6% | -7.8% | -5.6% |
| 3M | +10.6% | +13.2% | -2.6% | +2.6% |
| 6M | -2.1% | +27.0% | -29.1% | -15.2% |
| YTD | +10.2% | +16.8% | -6.6% | -0.7% |
| 1Y | +28.2% | +4.5% | +23.7% | +22.2% |
| 3Y | +134.9% | +46.2% | +88.7% | +85.4% |
| 5Y | +253.6% | +40.9% | +212.7% | +176.3% |
| 10Y | +804.7% | +145.1% | +659.6% | +377.4% |
| All | +1,119.1% | +127.4% | +991.6% | +561.9% |
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