+3,280.0%
PFE vs NEM
+487.7%
+2,792.2%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.5% | -1.2% |
| 7D | +1.8% | +0.3% | +1.5% | +1.7% |
| 30D | +10.2% | +23.1% | -12.8% | +9.0% |
| 3M | +12.7% | +18.5% | -5.8% | +11.5% |
| 6M | +10.5% | +7.8% | +2.8% | +9.8% |
| YTD | +20.2% | +29.1% | -9.0% | +18.1% |
| 1Y | +24.1% | +72.7% | -48.6% | +19.9% |
| 3Y | -3.6% | +248.7% | -252.3% | -10.7% |
| 5Y | -20.9% | +148.7% | -169.5% | -25.8% |
| 10Y | +35.8% | +304.8% | -268.9% | +23.3% |
| All | +3,280.0% | +487.7% | +2,792.2% | +2,890.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling