-20.3%
PNR vs NWSA
+40.0%
-60.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.4% |
| 7D | -6.0% | -2.8% | -3.2% | -4.6% |
| 30D | -14.0% | +3.0% | -17.0% | -15.4% |
| 3M | -21.7% | +12.3% | -34.0% | -26.7% |
| 6M | -37.3% | +21.9% | -59.1% | -44.0% |
| YTD | -45.1% | +13.6% | -58.7% | -49.1% |
| 1Y | -49.1% | +0.5% | -49.6% | -49.8% |
| 3Y | -14.8% | +43.8% | -58.6% | -31.0% |
| All | -20.3% | +40.0% | -60.3% | -39.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling