+20.4%
PFE vs NTR
+41.6%
-21.2%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.0% | -0.4% |
| 7D | -4.0% | -2.5% | -1.6% | -3.9% |
| 30D | +3.9% | +17.0% | -13.2% | +3.2% |
| 3M | +9.9% | +22.2% | -12.3% | +8.9% |
| 6M | +5.3% | +5.2% | +0.1% | +4.7% |
| YTD | +16.8% | +29.7% | -12.9% | +14.7% |
| 1Y | +20.4% | +39.4% | -19.0% | +18.2% |
| All | +20.4% | +41.6% | -21.2% | +18.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling