+38.4%
PL vs NWSA
+18.7%
+19.7%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | -0.1% |
| 7D | +13.4% | -12.2% | +25.6% | +24.1% |
| 30D | -10.2% | -8.7% | -1.5% | -4.9% |
| 3M | -39.5% | -6.0% | -33.5% | -37.7% |
| 6M | -65.7% | -0.3% | -65.4% | -67.3% |
| YTD | -27.3% | +3.5% | -30.8% | -34.1% |
| 1Y | +15.0% | +0.8% | +14.2% | +6.7% |
| 3Y | +560.8% | +31.1% | +529.7% | +400.0% |
| 5Y | +38.4% | +18.8% | +19.6% | +7.8% |
| All | +38.4% | +18.7% | +19.7% | +7.8% |
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