-23.8%
PFE vs NDAQ
+66.7%
-90.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | -1.7% | +1.3% | -3.0% | -2.0% |
| 30D | +0.3% | +18.0% | -17.6% | -3.0% |
| 3M | +9.4% | +11.5% | -2.2% | +6.9% |
| 6M | +14.9% | +21.1% | -6.2% | +10.1% |
| YTD | +23.8% | +12.8% | +11.0% | +20.2% |
| 1Y | +19.5% | +25.7% | -6.2% | +13.3% |
| 3Y | +21.0% | +116.8% | -95.8% | +1.1% |
| All | -23.8% | +66.7% | -90.5% | -38.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 NDAQ 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