+144.9%
PM vs NWSA
+30.9%
+114.0%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.6% |
| 7D | -6.6% | -9.7% | +3.1% | -5.5% |
| 30D | -3.4% | -8.6% | +5.2% | -2.4% |
| 3M | +5.3% | -6.3% | +11.6% | +6.2% |
| 6M | +15.5% | -1.2% | +16.7% | +16.1% |
| YTD | +24.3% | +2.6% | +21.6% | +24.8% |
| 1Y | +29.7% | 0.0% | +29.7% | +30.5% |
| 3Y | +144.9% | +30.1% | +114.9% | +132.5% |
| All | +144.9% | +30.9% | +114.0% | +132.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling