+87.3%
PFE vs NWSA
+98.2%
-10.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.6% |
| 7D | -3.7% | -9.4% | +5.7% | -1.7% |
| 30D | +5.0% | -7.8% | +12.7% | +6.7% |
| 3M | +12.2% | -10.8% | +22.9% | +14.7% |
| 6M | +14.6% | +1.1% | +13.5% | +13.7% |
| YTD | +24.1% | +1.8% | +22.3% | +22.7% |
| 1Y | +26.6% | +6.0% | +20.5% | +23.9% |
| 3Y | +14.3% | +24.6% | -10.3% | +6.9% |
| 5Y | -21.9% | +13.1% | -35.1% | -26.9% |
| 10Y | +62.6% | +148.5% | -85.9% | +15.9% |
| All | +87.3% | +98.2% | -10.9% | +40.2% |
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