-20.2%
PFE vs NEM
+155.5%
-175.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.5% | -4.1% | -0.8% |
| 7D | -4.7% | +14.7% | -19.4% | -5.8% |
| 30D | +3.4% | +6.2% | -2.9% | +2.7% |
| 3M | +9.2% | +11.0% | -1.8% | +8.1% |
| 6M | +15.8% | +7.9% | +7.9% | +14.6% |
| YTD | +23.4% | +26.2% | -2.7% | +20.0% |
| 1Y | +25.8% | +51.5% | -25.7% | +20.3% |
| 3Y | +17.8% | +290.6% | -272.7% | +1.2% |
| 5Y | -20.2% | +153.1% | -173.3% | -30.4% |
| All | -20.2% | +155.5% | -175.7% | -30.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling