+302.4%
NFJ vs SPY
+844.7%
-542.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.3% |
| 7D | +0.7% | +0.1% | +0.6% | +0.6% |
| 30D | +1.3% | +0.1% | +1.2% | +1.2% |
| 3M | +6.1% | +2.0% | +4.1% | +4.2% |
| 6M | +23.0% | +13.0% | +10.0% | +10.5% |
| YTD | +27.2% | +13.5% | +13.6% | +13.7% |
| 1Y | +31.5% | +20.0% | +11.6% | +12.0% |
| 3Y | +65.2% | +77.2% | -12.0% | -1.2% |
| 5Y | +51.8% | +81.9% | -30.1% | -11.4% |
| 10Y | +172.3% | +314.1% | -141.8% | -22.6% |
| All | +302.4% | +844.7% | -542.3% | -43.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling