+255.5%
PR vs NWSA
+18.7%
+236.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.8% | +1.9% | +2.4% |
| 7D | -0.5% | -12.2% | +11.7% | +4.8% |
| 30D | -4.6% | -8.7% | +4.1% | -1.6% |
| 3M | +4.7% | -6.0% | +10.7% | +6.4% |
| 6M | +12.4% | -0.3% | +12.8% | +10.3% |
| YTD | +62.9% | +3.5% | +59.4% | +55.1% |
| 1Y | +70.6% | +0.8% | +69.8% | +64.7% |
| 3Y | +90.0% | +31.1% | +58.9% | +56.9% |
| 5Y | +255.5% | +18.8% | +236.7% | +213.6% |
| All | +255.5% | +18.7% | +236.8% | +213.6% |
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 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