-8.5%
PFE vs NVD
-99.2%
+90.7%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.9% | -6.2% | -2.4% |
| 7D | -2.7% | -7.7% | +5.0% | -2.6% |
| 30D | +3.8% | -5.8% | +9.6% | +3.9% |
| 3M | +10.4% | -23.2% | +33.6% | +10.6% |
| 6M | +6.3% | -49.7% | +56.0% | +6.9% |
| YTD | +17.4% | -47.7% | +65.1% | +17.9% |
| 1Y | +21.1% | -61.3% | +82.5% | +21.9% |
| 3Y | -1.6% | -99.2% | +97.6% | -4.0% |
| All | -8.5% | -99.2% | +90.7% | -10.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling