+385.7%
PFG vs NWSA
+127.4%
+258.3%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.8% | +0.3% | -0.5% |
| 7D | +5.5% | -1.9% | +7.4% | +6.7% |
| 30D | +2.4% | +4.6% | -2.2% | -0.2% |
| 3M | +13.6% | +13.2% | +0.4% | +5.4% |
| 6M | +27.9% | +27.0% | +0.9% | +10.7% |
| YTD | +35.6% | +16.8% | +18.7% | +22.4% |
| 1Y | +48.5% | +4.5% | +44.0% | +42.2% |
| 3Y | +66.9% | +46.2% | +20.6% | +30.4% |
| 5Y | +111.0% | +40.9% | +70.0% | +62.8% |
| 10Y | +244.5% | +145.1% | +99.4% | +74.6% |
| All | +385.7% | +127.4% | +258.3% | +153.8% |
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 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