-9.5%
PFGC vs NWSA
+1.3%
-10.8%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.6% | -1.2% |
| 7D | -4.8% | -4.8% | -0.1% | -4.2% |
| 30D | -17.2% | +3.0% | -20.2% | -17.5% |
| 3M | -6.3% | +9.3% | -15.6% | -7.5% |
| 6M | +8.8% | +23.2% | -14.4% | +6.9% |
| YTD | +4.9% | +13.3% | -8.4% | +4.7% |
| 1Y | -9.5% | +2.9% | -12.4% | -8.1% |
| All | -9.5% | +1.3% | -10.8% | -8.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling