+82.2%
PNR vs NWSA
+122.3%
-40.2%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.7% |
| 7D | -3.9% | -3.1% | -0.8% | -2.4% |
| 30D | -13.8% | +4.3% | -18.1% | -15.6% |
| 3M | -22.5% | +9.2% | -31.8% | -26.1% |
| 6M | -37.2% | +21.6% | -58.7% | -43.2% |
| YTD | -44.2% | +14.2% | -58.4% | -48.2% |
| 1Y | -46.6% | +1.8% | -48.4% | -47.8% |
| 3Y | -12.5% | +44.4% | -57.0% | -27.9% |
| 5Y | -19.3% | +41.0% | -60.3% | -34.5% |
| 10Y | +67.5% | +150.0% | -82.6% | -5.3% |
| All | +82.2% | +122.3% | -40.2% | +7.6% |
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 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