+46.2%
PFE vs NEM
+316.2%
-270.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.2% | +4.6% | +0.8% |
| 7D | -0.7% | +11.6% | -12.3% | -1.6% |
| 30D | +5.3% | +1.8% | +3.5% | +5.1% |
| 3M | +10.1% | +2.5% | +7.6% | +9.7% |
| 6M | +18.0% | +3.4% | +14.6% | +17.2% |
| YTD | +25.8% | +20.9% | +4.9% | +22.9% |
| 1Y | +28.4% | +37.2% | -8.8% | +24.1% |
| 3Y | +20.9% | +271.6% | -250.7% | +6.2% |
| 5Y | -21.5% | +136.6% | -158.2% | -29.0% |
| 10Y | +46.2% | +342.6% | -296.4% | +28.5% |
| All | +46.2% | +316.2% | -270.0% | +28.5% |
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