+156.2%
PSX vs NWSA
+32.6%
+123.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.7% | -1.9% | +0.1% |
| 7D | +7.8% | +2.2% | +5.6% | +7.2% |
| 30D | -10.9% | -8.8% | -2.1% | -9.0% |
| 3M | +14.5% | -6.5% | +21.0% | +16.0% |
| 6M | +56.1% | +1.5% | +54.6% | +54.0% |
| YTD | +109.6% | +4.0% | +105.5% | +104.4% |
| 1Y | +95.5% | +3.4% | +92.1% | +91.1% |
| 3Y | +156.2% | +34.8% | +121.3% | +149.1% |
| All | +156.2% | +32.6% | +123.6% | +149.1% |
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