+65.2%
PR vs NWSA
+144.8%
-79.6%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.3% | +2.1% |
| 7D | -16.4% | -9.4% | -7.0% | -12.5% |
| 30D | -1.9% | -7.8% | +5.9% | +1.6% |
| 3M | +8.0% | -10.8% | +18.7% | +13.4% |
| 6M | +4.1% | +1.1% | +3.0% | +0.5% |
| YTD | +58.7% | +1.8% | +56.9% | +50.6% |
| 1Y | +75.8% | +6.0% | +69.8% | +62.4% |
| 3Y | +73.2% | +24.6% | +48.6% | +42.8% |
| 5Y | +230.1% | +13.1% | +217.0% | +179.0% |
| All | +65.2% | +144.8% | -79.6% | +7.9% |
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 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