+3,280.0%
PFE vs NI
+5,092.7%
-1,812.7%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.0% |
| 7D | +1.8% | +2.0% | -0.3% | +1.1% |
| 30D | +10.2% | -3.5% | +13.8% | +11.4% |
| 3M | +12.7% | -9.1% | +21.8% | +16.0% |
| 6M | +10.5% | -11.8% | +22.4% | +14.7% |
| YTD | +20.2% | +1.1% | +19.1% | +19.2% |
| 1Y | +24.1% | +6.7% | +17.4% | +20.8% |
| 3Y | -3.6% | +71.1% | -74.6% | -20.4% |
| 5Y | -20.9% | +94.3% | -115.2% | -37.9% |
| 10Y | +35.8% | +135.8% | -99.9% | -3.0% |
| All | +3,280.0% | +5,092.7% | -1,812.7% | +732.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling