+59.9%
PPL vs NWSA
+47.8%
+12.1%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +0.2% |
| 7D | +2.7% | -1.9% | +4.5% | +2.9% |
| 30D | +0.5% | +4.6% | -4.1% | -0.1% |
| 3M | +0.7% | +13.2% | -12.6% | -1.0% |
| 6M | -7.6% | +27.0% | -34.6% | -10.8% |
| YTD | +1.8% | +16.8% | -15.0% | -0.5% |
| 1Y | -0.8% | +4.5% | -5.3% | -1.2% |
| All | +59.9% | +47.8% | +12.1% | +43.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling