+240.2%
PFG vs NWSA
+148.8%
+91.3%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +1.3% |
| 7D | -3.0% | -4.8% | +1.8% | -0.3% |
| 30D | +2.5% | +3.0% | -0.5% | +0.8% |
| 3M | +6.1% | +9.3% | -3.2% | +0.3% |
| 6M | +31.3% | +23.2% | +8.1% | +15.5% |
| YTD | +33.6% | +13.3% | +20.2% | +22.6% |
| 1Y | +48.5% | +2.9% | +45.6% | +43.5% |
| 3Y | +69.6% | +43.3% | +26.3% | +33.5% |
| 5Y | +111.5% | +40.9% | +70.6% | +62.3% |
| All | +240.2% | +148.8% | +91.3% | +70.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling