+19.5%
PFE vs NWSA
+2.3%
+17.2%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.7% | -2.5% | -0.3% |
| 7D | -1.7% | +2.2% | -3.9% | -2.1% |
| 30D | +0.3% | -8.8% | +9.1% | +2.1% |
| 3M | +9.4% | -6.5% | +15.9% | +10.7% |
| 6M | +14.9% | +1.5% | +13.4% | +14.4% |
| YTD | +23.8% | +4.0% | +19.8% | +25.0% |
| 1Y | +19.5% | +3.4% | +16.1% | +21.0% |
| All | +19.5% | +2.3% | +17.2% | +21.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling