+35.2%
PFE vs NEM
+299.2%
-264.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.1% |
| 7D | -4.3% | +3.1% | -7.3% | -4.5% |
| 30D | +2.7% | +10.0% | -7.3% | +1.9% |
| 3M | +10.0% | +30.9% | -20.9% | +7.5% |
| 6M | +7.2% | +10.5% | -3.4% | +5.9% |
| YTD | +17.3% | +29.7% | -12.4% | +14.2% |
| 1Y | +20.3% | +71.1% | -50.8% | +14.2% |
| 3Y | -1.6% | +252.1% | -253.7% | -12.8% |
| 5Y | -21.4% | +157.7% | -179.1% | -29.1% |
| 10Y | +35.2% | +319.4% | -284.1% | +20.1% |
| All | +35.2% | +299.2% | -264.0% | +20.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling