-28.5%
PLTD vs NWSA
+28.2%
-56.7%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.8% | +6.5% | +3.8% |
| 7D | +5.9% | -1.9% | +7.8% | +5.1% |
| 30D | -11.6% | +4.6% | -16.2% | -9.6% |
| 3M | -29.9% | +13.2% | -43.2% | -22.8% |
| 6M | -28.5% | +27.0% | -55.5% | -16.9% |
| All | -28.5% | +28.2% | -56.7% | -16.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling