+27.2%
PFE vs NTR
+81.1%
-53.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -1.7% | -0.3% | -1.4% | -1.6% |
| 30D | +0.3% | +2.0% | -1.6% | 0.0% |
| 3M | +9.4% | +6.4% | +3.0% | +8.1% |
| 6M | +14.9% | +1.6% | +13.3% | +14.2% |
| YTD | +23.8% | +18.2% | +5.6% | +19.3% |
| 1Y | +19.5% | +23.9% | -4.4% | +14.1% |
| 3Y | +21.0% | +44.7% | -23.6% | +11.2% |
| 5Y | -23.9% | +21.3% | -45.2% | -31.0% |
| All | +27.2% | +81.1% | -53.9% | +1.9% |
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