-23.1%
PPG vs NWSA
+40.0%
-63.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.3% |
| 7D | -6.2% | -2.8% | -3.4% | -5.0% |
| 30D | -7.9% | +3.0% | -11.0% | -9.3% |
| 3M | -10.2% | +12.3% | -22.5% | -15.5% |
| 6M | +2.7% | +21.9% | -19.2% | -7.4% |
| YTD | +4.9% | +13.6% | -8.7% | -2.7% |
| 1Y | -3.2% | +0.5% | -3.7% | -4.6% |
| 3Y | -17.0% | +43.8% | -60.8% | -33.1% |
| All | -23.1% | +40.0% | -63.1% | -40.9% |
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 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