+19.3%
NU vs PFE
-25.1%
+44.3%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -23.3% |
| 3M | -9.7% | +12.2% | -22.0% | -10.4% |
| 6M | -8.7% | +17.8% | -26.5% | -9.7% |
| YTD | -26.4% | +26.2% | -52.6% | -27.4% |
| 1Y | -24.8% | +23.2% | -48.0% | -25.7% |
| 3Y | +44.6% | +21.3% | +23.3% | +41.3% |
| All | +19.3% | -25.1% | +44.3% | +13.8% |
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