-1.6%
PFE vs NWSA
+44.8%
-46.4%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.9% | -0.4% | -1.9% |
| 7D | -2.7% | -2.6% | 0.0% | -2.1% |
| 30D | +3.8% | +4.6% | -0.7% | +2.9% |
| 3M | +10.4% | +10.2% | +0.2% | +8.1% |
| 6M | +6.3% | +21.6% | -15.4% | +1.9% |
| YTD | +17.4% | +14.6% | +2.7% | +13.9% |
| 1Y | +21.1% | +0.4% | +20.8% | +20.5% |
| 3Y | -1.6% | +45.0% | -46.6% | -10.5% |
| All | -1.6% | +44.8% | -46.4% | -10.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling