+14.6%
PFE vs NET
+1,449.6%
-1,435.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.7% | -1.2% |
| 7D | +1.8% | -7.0% | +8.7% | +2.0% |
| 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% | +8.4% |
| YTD | +20.2% | +41.5% | -21.3% | +18.0% |
| 1Y | +24.1% | +32.8% | -8.8% | +21.9% |
| 3Y | -3.6% | +335.9% | -339.4% | -10.2% |
| 5Y | -20.9% | +113.8% | -134.7% | -26.8% |
| All | +14.6% | +1,449.6% | -1,435.0% | -11.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling