+32.5%
PFE vs NWSA
+148.8%
-116.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.3% |
| 7D | -4.0% | -4.8% | +0.7% | -3.0% |
| 30D | +3.9% | +3.0% | +0.9% | +3.2% |
| 3M | +9.9% | +9.3% | +0.6% | +7.6% |
| 6M | +5.3% | +23.2% | -17.9% | +0.4% |
| YTD | +16.8% | +13.3% | +3.4% | +13.2% |
| 1Y | +20.4% | +2.9% | +17.5% | +18.8% |
| 3Y | -2.1% | +43.3% | -45.4% | -10.9% |
| 5Y | -21.0% | +40.9% | -61.9% | -29.4% |
| All | +32.5% | +148.8% | -116.4% | -4.4% |
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