+35.6%
PFE vs NEM
+50.9%
-15.3%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +9.9% | -7.3% | +1.8% |
| 7D | +4.6% | +3.7% | +0.9% | +4.2% |
| 30D | +12.3% | +2.0% | +10.4% | +12.0% |
| 3M | +21.2% | +21.1% | +0.1% | +19.0% |
| 6M | +21.1% | +9.5% | +11.6% | +19.6% |
| YTD | +30.0% | +19.1% | +11.0% | +25.8% |
| 1Y | +35.6% | +51.1% | -15.5% | +26.0% |
| All | +35.6% | +50.9% | -15.3% | +26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NEM.
Daily Out/Under-Performance
Portfolio return minus NEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NEM 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 1y: compounded portfolio wealth divided by compounded NEM 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…
1y analysis · Full analysis span regression · 6 months rolling