+0.7%
PFE vs NEM
+254.1%
-253.4%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.5% | -1.1% |
| 7D | +1.8% | +0.3% | +1.5% | +1.7% |
| 30D | +10.2% | +23.1% | -12.8% | +8.8% |
| 3M | +12.7% | +18.5% | -5.8% | +11.3% |
| 6M | +10.5% | +7.8% | +2.8% | +9.6% |
| YTD | +20.2% | +29.1% | -9.0% | +17.8% |
| 1Y | +24.1% | +72.7% | -48.6% | +19.5% |
| All | +0.7% | +254.1% | -253.4% | -6.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling