+80.3%
PFGC vs NWSA
+29.1%
+51.2%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +1.0% | -0.4% |
| 7D | +0.3% | -0.8% | +1.0% | +0.5% |
| 30D | +16.1% | -11.3% | +27.5% | +20.4% |
| 3M | +2.4% | -8.1% | +10.4% | +4.7% |
| 6M | +15.7% | -0.7% | +16.4% | +14.7% |
| YTD | +22.3% | +1.3% | +21.0% | +20.2% |
| 1Y | +13.9% | -1.3% | +15.2% | +13.3% |
| All | +80.3% | +29.1% | +51.2% | +61.9% |
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