+367.0%
PSX vs NWSA
+39.0%
+327.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.6% |
| 7D | +1.5% | -4.8% | +6.3% | +2.9% |
| 30D | +15.8% | +3.0% | +12.9% | +14.8% |
| 3M | +43.0% | +9.3% | +33.7% | +38.9% |
| 6M | +61.1% | +23.2% | +37.9% | +50.3% |
| YTD | +104.5% | +13.3% | +91.2% | +95.1% |
| 1Y | +102.5% | +2.9% | +99.6% | +99.1% |
| 3Y | +133.5% | +43.3% | +90.2% | +105.5% |
| 5Y | +367.0% | +40.9% | +326.1% | +310.8% |
| All | +367.0% | +39.0% | +327.9% | +310.8% |
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