+52.1%
NFJ vs SPY
+81.8%
-29.7%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | +0.1% |
| 7D | +1.4% | +0.5% | +0.9% | +1.0% |
| 30D | +1.4% | -0.9% | +2.3% | +2.2% |
| 3M | +7.2% | +3.9% | +3.3% | +3.8% |
| 6M | +25.8% | +14.5% | +11.3% | +12.2% |
| YTD | +26.8% | +12.9% | +13.9% | +14.4% |
| 1Y | +31.7% | +19.4% | +12.3% | +13.3% |
| 3Y | +68.3% | +78.5% | -10.2% | -0.3% |
| 5Y | +52.1% | +81.8% | -29.7% | -11.9% |
| All | +52.1% | +81.8% | -29.7% | -11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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