+39.4%
PPL vs NWSA
+40.7%
-1.2%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +0.3% |
| 7D | +2.7% | -1.9% | +4.5% | +3.0% |
| 30D | +0.5% | +4.6% | -4.1% | -0.4% |
| 3M | +0.7% | +13.2% | -12.6% | -1.6% |
| 6M | -7.6% | +27.0% | -34.6% | -11.7% |
| YTD | +1.8% | +16.8% | -15.0% | -1.3% |
| 1Y | -0.8% | +4.5% | -5.3% | -1.9% |
| 3Y | +56.9% | +46.2% | +10.6% | +43.6% |
| All | +39.4% | +40.7% | -1.2% | +22.9% |
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