+419.1%
PFGC vs NWSA
+179.9%
+239.2%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | +0.4% |
| 7D | -2.2% | -1.9% | -0.3% | -1.3% |
| 30D | -11.9% | +4.6% | -16.5% | -13.9% |
| 3M | +5.0% | +13.2% | -8.2% | -1.7% |
| 6M | +8.6% | +27.0% | -18.4% | -4.2% |
| YTD | +9.7% | +16.8% | -7.1% | -0.1% |
| 1Y | -6.3% | +4.5% | -10.8% | -10.0% |
| 3Y | +58.2% | +46.2% | +12.0% | +26.2% |
| 5Y | +110.4% | +40.9% | +69.5% | +66.7% |
| 10Y | +272.8% | +145.1% | +127.6% | +111.7% |
| All | +419.1% | +179.9% | +239.2% | +180.5% |
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