+19.8%
PFE vs NET
+314.6%
-294.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.6% | +5.2% | +2.7% |
| 7D | +4.6% | -16.4% | +20.9% | +4.8% |
| 30D | +12.3% | -25.8% | +38.2% | +12.9% |
| 3M | +21.2% | -11.5% | +32.7% | +21.2% |
| 6M | +21.1% | +18.9% | +2.2% | +19.8% |
| YTD | +30.0% | +35.2% | -5.2% | +27.9% |
| 1Y | +35.6% | +14.5% | +21.1% | +33.7% |
| All | +19.8% | +314.6% | -294.8% | +9.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling