-22.2%
PFE vs NEM
+152.5%
-174.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.8% | -1.5% | -2.3% |
| 7D | -2.7% | +3.9% | -6.5% | -3.0% |
| 30D | +3.8% | +12.7% | -8.9% | +2.7% |
| 3M | +10.4% | +28.7% | -18.3% | +7.8% |
| 6M | +6.3% | +9.8% | -3.5% | +4.9% |
| YTD | +17.4% | +28.1% | -10.7% | +14.0% |
| 1Y | +21.1% | +69.3% | -48.2% | +14.2% |
| 3Y | -1.6% | +247.7% | -249.3% | -14.5% |
| 5Y | -22.2% | +153.4% | -175.5% | -33.3% |
| All | -22.2% | +152.5% | -174.7% | -33.3% |
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 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