-1.2%
PFE vs NTRS
+165.3%
-166.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.4% | -1.8% | -0.7% |
| 7D | -4.0% | +0.3% | -4.4% | -4.1% |
| 30D | +3.9% | +0.2% | +3.7% | +3.8% |
| 3M | +9.9% | +13.2% | -3.3% | +7.2% |
| 6M | +5.3% | +36.9% | -31.6% | -1.3% |
| YTD | +16.8% | +39.1% | -22.3% | +8.8% |
| 1Y | +20.4% | +50.4% | -30.0% | +10.3% |
| All | -1.2% | +165.3% | -166.5% | -23.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 3y: compounded portfolio wealth divided by compounded NTRS 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…
3y analysis · Full analysis span regression · 6 months rolling