+81.3%
PFE vs NWSA
+127.4%
-46.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.6% | -0.8% |
| 7D | +1.8% | -1.9% | +3.6% | +2.2% |
| 30D | +10.2% | +4.6% | +5.7% | +9.1% |
| 3M | +12.7% | +13.2% | -0.5% | +9.4% |
| 6M | +10.5% | +27.0% | -16.5% | +4.5% |
| YTD | +20.2% | +16.8% | +3.3% | +15.5% |
| 1Y | +24.1% | +4.5% | +19.6% | +21.9% |
| 3Y | -3.6% | +46.2% | -49.8% | -12.9% |
| 5Y | -20.9% | +40.9% | -61.8% | -29.5% |
| 10Y | +35.8% | +145.1% | -109.3% | -2.4% |
| All | +81.3% | +127.4% | -46.2% | +31.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling