-22.2%
PFE vs NI
+100.2%
-122.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.2% | -3.6% | -2.7% |
| 7D | -2.7% | +2.3% | -5.0% | -3.3% |
| 30D | +3.8% | -1.7% | +5.5% | +4.3% |
| 3M | +10.4% | -8.0% | +18.4% | +12.8% |
| 6M | +6.3% | -8.6% | +14.9% | +8.7% |
| YTD | +17.4% | +2.3% | +15.0% | +15.9% |
| 1Y | +21.1% | +6.9% | +14.2% | +17.9% |
| 3Y | -1.6% | +70.6% | -72.2% | -17.8% |
| 5Y | -22.2% | +96.4% | -118.5% | -34.4% |
| All | -22.2% | +100.2% | -122.4% | -34.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling