+370.3%
PFG vs NWSA
+97.3%
+273.0%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.1% | +0.6% | -0.3% |
| 7D | +0.1% | -0.8% | +0.9% | +0.6% |
| 30D | +5.0% | -11.3% | +16.3% | +11.6% |
| 3M | +0.1% | -8.1% | +8.1% | +4.0% |
| 6M | +13.8% | -0.7% | +14.5% | +12.5% |
| YTD | +31.2% | +1.3% | +29.9% | +27.3% |
| 1Y | +37.1% | -1.3% | +38.4% | +34.9% |
| 3Y | +80.6% | +28.4% | +52.2% | +50.8% |
| 5Y | +93.7% | +15.3% | +78.4% | +66.5% |
| 10Y | +185.5% | +142.7% | +42.8% | +45.6% |
| All | +370.3% | +97.3% | +273.0% | +164.0% |
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