-22.2%
PFE vs NWSA
+40.6%
-62.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.9% | -0.4% | -2.0% |
| 7D | -2.7% | -2.6% | 0.0% | -2.2% |
| 30D | +3.8% | +4.6% | -0.7% | +3.1% |
| 3M | +10.4% | +10.2% | +0.2% | +8.4% |
| 6M | +6.3% | +21.6% | -15.4% | +2.5% |
| YTD | +17.4% | +14.6% | +2.7% | +14.3% |
| 1Y | +21.1% | +0.4% | +20.8% | +20.4% |
| 3Y | -1.6% | +45.0% | -46.6% | -8.4% |
| 5Y | -22.2% | +41.3% | -63.4% | -27.8% |
| All | -22.2% | +40.6% | -62.8% | -27.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling