-20.7%
PFE vs NET
+112.9%
-133.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.7% | -1.2% |
| 7D | +1.8% | -7.0% | +8.7% | +1.9% |
| 30D | +10.2% | -4.8% | +15.0% | +10.3% |
| 3M | +12.7% | +3.8% | +8.9% | +12.4% |
| 6M | +10.5% | +50.0% | -39.5% | +8.9% |
| YTD | +20.2% | +41.5% | -21.3% | +18.4% |
| 1Y | +24.1% | +32.8% | -8.8% | +22.3% |
| 3Y | -3.6% | +335.9% | -339.4% | -8.9% |
| All | -20.7% | +112.9% | -133.6% | -28.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling