+316.3%
PM vs NWSA
+101.5%
+214.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +0.9% |
| 7D | -7.1% | -12.2% | +5.1% | -4.4% |
| 30D | -2.8% | -8.7% | +5.9% | -1.0% |
| 3M | +6.3% | -6.0% | +12.3% | +7.6% |
| 6M | +9.6% | -0.3% | +10.0% | +9.3% |
| YTD | +25.6% | +3.5% | +22.1% | +23.7% |
| 1Y | +29.7% | +0.8% | +28.9% | +28.4% |
| 3Y | +147.6% | +31.1% | +116.4% | +126.5% |
| 5Y | +160.1% | +18.8% | +141.3% | +138.7% |
| 10Y | +260.9% | +147.9% | +113.0% | +157.2% |
| All | +316.3% | +101.5% | +214.9% | +204.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling