+32.5%
PFE vs NI
+143.3%
-110.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.3% |
| 7D | -4.0% | -0.6% | -3.5% | -3.9% |
| 30D | +3.9% | -1.4% | +5.3% | +4.3% |
| 3M | +9.9% | -10.6% | +20.5% | +13.7% |
| 6M | +5.3% | -9.9% | +15.2% | +8.6% |
| YTD | +16.8% | +1.2% | +15.6% | +15.7% |
| 1Y | +20.4% | +4.4% | +16.0% | +17.9% |
| 3Y | -2.1% | +68.6% | -70.7% | -19.4% |
| 5Y | -21.0% | +98.0% | -119.0% | -39.1% |
| All | +32.5% | +143.3% | -110.8% | -1.4% |
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