+62.8%
PNR vs NWSA
+149.4%
-86.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.4% |
| 7D | -6.0% | -2.8% | -3.2% | -4.7% |
| 30D | -14.0% | +3.0% | -17.0% | -15.3% |
| 3M | -21.7% | +12.3% | -34.0% | -26.4% |
| 6M | -37.3% | +21.9% | -59.1% | -43.5% |
| YTD | -45.1% | +13.6% | -58.7% | -48.9% |
| 1Y | -49.1% | +0.5% | -49.6% | -49.9% |
| 3Y | -14.8% | +43.8% | -58.6% | -29.9% |
| 5Y | -21.0% | +41.2% | -62.2% | -36.2% |
| All | +62.8% | +149.4% | -86.5% | -8.6% |
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