+169.5%
PR vs NWSA
+168.4%
+1.1%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.8% | +0.2% | -0.6% |
| 7D | +2.9% | -1.9% | +4.8% | +3.9% |
| 30D | +18.0% | +4.6% | +13.5% | +15.1% |
| 3M | +16.9% | +13.2% | +3.6% | +8.2% |
| 6M | +28.2% | +27.0% | +1.2% | +10.5% |
| YTD | +69.3% | +16.8% | +52.5% | +51.6% |
| 1Y | +69.5% | +4.5% | +65.0% | +60.5% |
| 3Y | +81.7% | +46.2% | +35.5% | +40.5% |
| 5Y | +422.2% | +40.9% | +381.3% | +300.0% |
| 10Y | +110.4% | +145.1% | -34.8% | +32.7% |
| All | +169.5% | +168.4% | +1.1% | +71.2% |
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