+20.3%
PFE vs NTR
+97.9%
-77.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.6% | +0.3% |
| 7D | -2.6% | -1.3% | -1.3% | -2.4% |
| 30D | +5.4% | +16.8% | -11.4% | +2.7% |
| 3M | +7.8% | +20.7% | -13.0% | +4.4% |
| 6M | +5.0% | +0.5% | +4.5% | +4.4% |
| YTD | +17.1% | +29.2% | -12.1% | +11.3% |
| 1Y | +19.3% | +39.6% | -20.3% | +11.7% |
| 3Y | -0.9% | +37.9% | -38.8% | -8.1% |
| 5Y | -20.8% | +47.1% | -67.8% | -31.1% |
| All | +20.3% | +97.9% | -77.6% | -4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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