+45.8%
NU vs PFE
+21.9%
+23.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.3% | +1.7% | +2.0% |
| 7D | +2.8% | -3.0% | +5.7% | +3.0% |
| 30D | -23.0% | +5.2% | -28.3% | -23.4% |
| 3M | -9.7% | +12.2% | -22.0% | -10.6% |
| 6M | -8.7% | +17.8% | -26.5% | -10.0% |
| YTD | -26.4% | +26.2% | -52.6% | -27.7% |
| 1Y | -24.8% | +23.2% | -48.0% | -26.1% |
| All | +45.8% | +21.9% | +23.9% | +37.4% |
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