-41.8%
NOW vs PFE
+21.1%
-62.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | +0.1% | -1.7% |
| 7D | -1.7% | -2.1% | +0.4% | -1.3% |
| 30D | -27.4% | +3.1% | -30.5% | -28.0% |
| 3M | -19.4% | +11.2% | -30.6% | -22.0% |
| 6M | +13.1% | +15.0% | -1.9% | +7.2% |
| YTD | -34.3% | +23.5% | -57.8% | -35.3% |
| 1Y | -41.8% | +18.9% | -60.7% | -43.5% |
| All | -41.8% | +21.1% | -62.9% | -43.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PFE.
Daily Out/Under-Performance
Portfolio return minus PFE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFE 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 PFE 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