+61.3%
PFGC vs NWSA
+44.1%
+17.2%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.1% |
| 7D | -3.7% | -3.1% | -0.6% | -2.7% |
| 30D | -16.0% | +4.3% | -20.2% | -17.2% |
| 3M | -4.1% | +9.2% | -13.4% | -7.3% |
| 6M | +8.7% | +21.6% | -12.9% | +0.9% |
| YTD | +6.4% | +14.2% | -7.9% | +0.9% |
| 1Y | -8.4% | +1.8% | -10.1% | -8.4% |
| All | +61.3% | +44.1% | +17.2% | +39.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling