+18.9%
PFE vs NI
+7.3%
+11.6%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.6% | -2.7% | -2.2% |
| 7D | -2.1% | +3.1% | -5.2% | -2.6% |
| 30D | +3.1% | +11.2% | -8.1% | +1.6% |
| 3M | +11.2% | +9.8% | +1.3% | +9.8% |
| 6M | +15.0% | -1.6% | +16.7% | +16.3% |
| YTD | +23.5% | +12.6% | +10.9% | +17.1% |
| 1Y | +18.9% | +7.8% | +11.1% | +15.2% |
| All | +18.9% | +7.3% | +11.6% | +15.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling