+130.5%
PPL vs NWSA
+127.4%
+3.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +0.4% |
| 7D | +2.7% | -1.9% | +4.5% | +3.1% |
| 30D | +0.5% | +4.6% | -4.1% | -0.7% |
| 3M | +0.7% | +13.2% | -12.6% | -2.6% |
| 6M | -7.6% | +27.0% | -34.6% | -13.3% |
| YTD | +1.8% | +16.8% | -15.0% | -2.7% |
| 1Y | -0.8% | +4.5% | -5.3% | -2.7% |
| 3Y | +56.9% | +46.2% | +10.6% | +39.4% |
| 5Y | +39.5% | +40.9% | -1.4% | +22.1% |
| 10Y | +55.4% | +145.1% | -89.7% | +8.6% |
| All | +130.5% | +127.4% | +3.1% | +62.6% |
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 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