+13.5%
PSA vs NWSA
+39.0%
-25.6%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.2% |
| 7D | -3.6% | -4.8% | +1.1% | -2.5% |
| 30D | -9.4% | +3.0% | -12.3% | -10.1% |
| 3M | -8.2% | +9.3% | -17.5% | -10.4% |
| 6M | -1.8% | +23.2% | -25.0% | -7.2% |
| YTD | +15.7% | +13.3% | +2.4% | +11.5% |
| 1Y | +6.3% | +2.9% | +3.4% | +4.8% |
| 3Y | +21.6% | +43.3% | -21.8% | +8.5% |
| 5Y | +13.5% | +40.9% | -27.4% | -1.4% |
| All | +13.5% | +39.0% | -25.6% | -1.4% |
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