-25.7%
NOW vs PFE
-21.9%
-3.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +0.9% |
| 7D | -3.1% | -4.7% | +1.6% | -2.2% |
| 30D | -27.0% | +3.4% | -30.4% | -27.6% |
| 3M | -17.7% | +9.2% | -26.9% | -19.3% |
| 6M | +12.7% | +15.8% | -3.1% | +9.1% |
| YTD | -32.9% | +23.4% | -56.4% | -35.8% |
| 1Y | -40.4% | +25.8% | -66.2% | -43.3% |
| 3Y | -17.1% | +17.8% | -34.9% | -21.4% |
| 5Y | -25.7% | -20.2% | -5.5% | -15.1% |
| All | -25.7% | -21.9% | -3.8% | -15.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling