+210.9%
PM vs NWSA
+149.4%
+61.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.6% |
| 7D | +4.7% | -2.8% | +7.5% | +5.4% |
| 30D | +2.6% | +3.0% | -0.4% | +1.9% |
| 3M | +6.6% | +12.3% | -5.7% | +3.5% |
| 6M | +16.5% | +21.9% | -5.4% | +10.8% |
| YTD | +21.2% | +13.6% | +7.6% | +16.9% |
| 1Y | +17.9% | +0.5% | +17.4% | +17.0% |
| 3Y | +129.8% | +43.8% | +86.1% | +104.6% |
| 5Y | +133.0% | +41.2% | +91.9% | +103.1% |
| All | +210.9% | +149.4% | +61.6% | +117.7% |
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