+69.9%
PR vs NWSA
+24.1%
+45.8%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -13.4% | +8.5% | -1.1% |
| 7D | -16.5% | -10.1% | -6.5% | -14.2% |
| 30D | -4.5% | -7.3% | +2.7% | -2.9% |
| 3M | +8.5% | -8.6% | +17.1% | +10.7% |
| 6M | -3.3% | +4.4% | -7.8% | -6.8% |
| YTD | +55.7% | +2.1% | +53.6% | +50.8% |
| 1Y | +82.0% | +4.1% | +78.0% | +74.0% |
| All | +69.9% | +24.1% | +45.8% | +50.3% |
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