+94.9%
PR vs NWSA
+32.6%
+62.3%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.7% | -1.4% | +0.5% |
| 7D | +6.0% | +2.2% | +3.8% | +5.3% |
| 30D | -4.2% | -8.8% | +4.6% | -2.1% |
| 3M | +10.0% | -6.5% | +16.5% | +11.4% |
| 6M | +15.6% | +1.5% | +14.1% | +13.3% |
| YTD | +68.2% | +4.0% | +64.1% | +62.0% |
| 1Y | +79.2% | +3.4% | +75.8% | +73.1% |
| 3Y | +94.9% | +34.8% | +60.1% | +69.5% |
| All | +94.9% | +32.6% | +62.3% | +69.5% |
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