+72.2%
PPG vs NWSA
+120.6%
-48.4%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -1.6% |
| 7D | -5.1% | -4.8% | -0.4% | -3.2% |
| 30D | -9.6% | +3.0% | -12.5% | -10.7% |
| 3M | -6.4% | +9.3% | -15.7% | -10.4% |
| 6M | +0.5% | +23.2% | -22.7% | -8.7% |
| YTD | +4.4% | +13.3% | -8.9% | -2.2% |
| 1Y | -0.9% | +2.9% | -3.8% | -3.5% |
| 3Y | -17.0% | +43.3% | -60.3% | -30.6% |
| 5Y | -23.7% | +40.9% | -64.5% | -37.2% |
| 10Y | +25.9% | +148.1% | -122.2% | -23.5% |
| All | +72.2% | +120.6% | -48.4% | +8.3% |
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