+272.5%
PM vs NWSA
+148.1%
+124.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.7% | -1.5% | +0.5% |
| 7D | +0.5% | +2.2% | -1.7% | 0.0% |
| 30D | -3.2% | -8.8% | +5.5% | -1.3% |
| 3M | +6.2% | -6.5% | +12.7% | +7.7% |
| 6M | +7.7% | +1.5% | +6.2% | +6.8% |
| YTD | +27.3% | +4.0% | +23.2% | +25.0% |
| 1Y | +32.8% | +3.4% | +29.3% | +30.6% |
| 3Y | +150.0% | +34.8% | +115.2% | +125.1% |
| 5Y | +164.2% | +18.4% | +145.9% | +141.0% |
| All | +272.5% | +148.1% | +124.3% | +158.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling