+100.5%
PSA vs NWSA
+149.4%
-48.9%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.6% |
| 7D | -1.8% | -2.8% | +1.0% | -1.2% |
| 30D | -8.4% | +3.0% | -11.4% | -9.0% |
| 3M | -7.8% | +12.3% | -20.2% | -10.4% |
| 6M | +0.8% | +21.9% | -21.1% | -3.9% |
| YTD | +16.5% | +13.6% | +2.9% | +12.5% |
| 1Y | +4.7% | +0.5% | +4.2% | +3.9% |
| 3Y | +21.1% | +43.8% | -22.7% | +9.9% |
| 5Y | +14.2% | +41.2% | -27.0% | +1.9% |
| All | +100.5% | +149.4% | -48.9% | +43.9% |
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