+18.3%
NOW vs PFE
-4.1%
+22.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.2% | -1.7% | -2.8% |
| 7D | -2.4% | +1.8% | -4.1% | -2.7% |
| 30D | +20.5% | +10.2% | +10.3% | +18.7% |
| 3M | +18.3% | +12.7% | +5.7% | +16.0% |
| 6M | +24.1% | +10.5% | +13.5% | +22.0% |
| YTD | -7.8% | +20.2% | -27.9% | -10.1% |
| 1Y | -21.4% | +24.1% | -45.5% | -23.9% |
| All | +18.3% | -4.1% | +22.3% | +17.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling