+50.2%
PFE vs NWSA
+151.0%
-100.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.3% | +0.4% |
| 7D | -0.7% | -9.7% | +9.0% | +1.3% |
| 30D | +5.3% | -8.6% | +14.0% | +7.2% |
| 3M | +10.1% | -6.3% | +16.4% | +11.4% |
| 6M | +18.0% | -1.2% | +19.2% | +17.8% |
| YTD | +25.8% | +2.6% | +23.2% | +24.2% |
| 1Y | +28.4% | 0.0% | +28.4% | +27.5% |
| 3Y | +20.9% | +30.1% | -9.1% | +12.3% |
| 5Y | -21.5% | +18.3% | -39.8% | -27.1% |
| All | +50.2% | +151.0% | -100.8% | +10.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling