+41.5%
NU vs PFE
-30.5%
+72.0%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.3% | -2.9% | -2.7% |
| 7D | -4.9% | -2.6% | -2.3% | -4.7% |
| 30D | +7.8% | +5.4% | +2.5% | +7.5% |
| 3M | +20.9% | +7.8% | +13.2% | +20.4% |
| 6M | +0.9% | +5.0% | -4.1% | +0.5% |
| YTD | -12.7% | +17.1% | -29.7% | -13.4% |
| 1Y | -6.4% | +19.3% | -25.7% | -7.3% |
| 3Y | +98.1% | -0.9% | +99.1% | +94.9% |
| All | +41.5% | -30.5% | +72.0% | +35.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling