+124.3%
PM vs NWSA
+44.8%
+79.5%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.9% | +3.1% | +1.4% |
| 7D | -1.3% | -2.6% | +1.4% | -1.0% |
| 30D | -2.6% | +4.6% | -7.1% | -3.0% |
| 3M | +5.8% | +10.2% | -4.4% | +4.8% |
| 6M | +10.6% | +21.6% | -11.1% | +8.6% |
| YTD | +17.2% | +14.6% | +2.5% | +15.9% |
| 1Y | +17.6% | +0.4% | +17.3% | +17.9% |
| 3Y | +124.3% | +45.0% | +79.3% | +104.5% |
| All | +124.3% | +44.8% | +79.5% | +104.5% |
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