+52.4%
PSA vs NWSA
+32.6%
+19.8%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.7% | -2.9% | -0.8% |
| 7D | -1.4% | +2.2% | -3.6% | -2.0% |
| 30D | +15.2% | -8.8% | +23.9% | +17.3% |
| 3M | +2.2% | -6.5% | +8.7% | +3.4% |
| 6M | +11.7% | +1.5% | +10.2% | +10.4% |
| YTD | +32.0% | +4.0% | +28.0% | +29.3% |
| 1Y | +26.3% | +3.4% | +22.8% | +23.8% |
| 3Y | +52.4% | +34.8% | +17.5% | +22.6% |
| All | +52.4% | +32.6% | +19.8% | +22.6% |
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 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