+287.2%
PFGC vs NWSA
+148.8%
+138.3%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.6% | -0.9% |
| 7D | -4.8% | -4.8% | -0.1% | -2.4% |
| 30D | -17.2% | +3.0% | -20.2% | -18.5% |
| 3M | -6.3% | +9.3% | -15.6% | -11.0% |
| 6M | +8.8% | +23.2% | -14.4% | -3.2% |
| YTD | +4.9% | +13.3% | -8.4% | -3.4% |
| 1Y | -9.5% | +2.9% | -12.4% | -12.6% |
| 3Y | +59.6% | +43.3% | +16.3% | +26.5% |
| 5Y | +113.5% | +40.9% | +72.6% | +66.0% |
| All | +287.2% | +148.8% | +138.3% | +117.1% |
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