+64.4%
PPL vs NWSA
+159.6%
-95.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.5% |
| 7D | -1.2% | -10.5% | +9.3% | +1.2% |
| 30D | +4.2% | -8.8% | +13.0% | +6.2% |
| 3M | +1.5% | -6.5% | +8.0% | +2.7% |
| 6M | +1.0% | -1.3% | +2.4% | +0.4% |
| YTD | +4.4% | +2.5% | +1.9% | +2.2% |
| 1Y | +0.8% | +0.2% | +0.6% | -0.8% |
| 3Y | +56.5% | +27.6% | +28.9% | +41.5% |
| 5Y | +47.7% | +17.0% | +30.7% | +33.5% |
| 10Y | +64.4% | +148.3% | -83.9% | +10.6% |
| All | +64.4% | +159.6% | -95.2% | +10.6% |
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