+24.0%
PFE vs NET
+1,381.0%
-1,357.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.6% | +5.2% | +2.7% |
| 7D | +4.6% | -16.4% | +20.9% | +5.1% |
| 30D | +12.3% | -25.8% | +38.2% | +13.3% |
| 3M | +21.2% | -11.5% | +32.7% | +21.4% |
| 6M | +21.1% | +18.9% | +2.2% | +19.7% |
| YTD | +30.0% | +35.2% | -5.2% | +27.6% |
| 1Y | +35.6% | +14.5% | +21.1% | +33.8% |
| 3Y | +19.5% | +313.8% | -294.4% | +11.3% |
| 5Y | -9.3% | +32.6% | -41.9% | -14.1% |
| All | +24.0% | +1,381.0% | -1,357.0% | -4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NET.
Daily Out/Under-Performance
Portfolio return minus NET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NET 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 NET 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