+20.4%
PFE vs NVD
-54.6%
+75.0%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.5% | -4.9% | -0.5% |
| 7D | -4.0% | +9.0% | -13.1% | -4.1% |
| 30D | +3.9% | -5.5% | +9.3% | +3.9% |
| 3M | +9.9% | -24.6% | +34.5% | +10.2% |
| 6M | +5.3% | -42.1% | +47.4% | +5.5% |
| YTD | +16.8% | -44.3% | +61.1% | +16.6% |
| 1Y | +20.4% | -54.2% | +74.6% | +18.3% |
| All | +20.4% | -54.6% | +75.0% | +18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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