+45.2%
NU vs PFE
-30.3%
+75.6%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.1% | -2.2% |
| 7D | -2.6% | -4.3% | +1.7% | -2.3% |
| 30D | +8.2% | +2.7% | +5.5% | +8.1% |
| 3M | +26.3% | +10.0% | +16.3% | +25.5% |
| 6M | +2.2% | +7.2% | -4.9% | +1.8% |
| YTD | -10.4% | +17.3% | -27.7% | -11.1% |
| 1Y | -3.0% | +20.3% | -23.3% | -4.0% |
| 3Y | +120.3% | -1.6% | +121.9% | +116.7% |
| All | +45.2% | -30.3% | +75.6% | +39.2% |
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