+3,201.5%
PFE vs NTRS
+7,620.4%
-4,418.8%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.9% | -1.4% | -2.1% |
| 7D | -2.7% | +1.7% | -4.3% | -3.1% |
| 30D | +3.8% | +0.1% | +3.7% | +3.7% |
| 3M | +10.4% | +9.8% | +0.5% | +7.3% |
| 6M | +6.3% | +34.7% | -28.4% | -2.6% |
| YTD | +17.4% | +37.4% | -20.0% | +6.7% |
| 1Y | +21.1% | +48.2% | -27.0% | +7.6% |
| 3Y | -1.6% | +163.5% | -165.1% | -27.0% |
| 5Y | -22.2% | +88.2% | -110.4% | -38.3% |
| 10Y | +32.9% | +246.8% | -214.0% | -16.2% |
| All | +3,201.5% | +7,620.4% | -4,418.8% | +688.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling