-20.7%
PFE vs NDAQ
+55.8%
-76.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.6% | -0.9% |
| 7D | +1.8% | -2.4% | +4.2% | +2.2% |
| 30D | +10.2% | +2.5% | +7.8% | +9.6% |
| 3M | +12.7% | +9.9% | +2.8% | +10.3% |
| 6M | +10.5% | +9.4% | +1.1% | +8.1% |
| YTD | +20.2% | +0.4% | +19.7% | +19.5% |
| 1Y | +24.1% | +4.0% | +20.0% | +22.4% |
| 3Y | -3.6% | +94.4% | -98.0% | -17.5% |
| All | -20.7% | +55.8% | -76.5% | -34.1% |
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