+48.8%
PFE vs NI
+197.8%
-149.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | 0.0% |
| 7D | -1.7% | +4.3% | -6.0% | -3.1% |
| 30D | +0.3% | +12.4% | -12.0% | -3.4% |
| 3M | +9.4% | +10.2% | -0.8% | +5.8% |
| 6M | +14.9% | -0.8% | +15.7% | +14.9% |
| YTD | +23.8% | +13.2% | +10.6% | +18.1% |
| 1Y | +19.5% | +10.1% | +9.5% | +15.1% |
| 3Y | +21.0% | +103.1% | -82.1% | -6.8% |
| 5Y | -23.9% | +115.5% | -139.4% | -43.3% |
| All | +48.8% | +197.8% | -149.0% | +1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 NI 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