-34.8%
PFE vs NVDL
+2,480.8%
-2,515.6%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.7% | +4.2% | -0.5% |
| 7D | -4.0% | -8.7% | +4.7% | -4.1% |
| 30D | +3.9% | -1.3% | +5.2% | +3.9% |
| 3M | +9.9% | +11.4% | -1.5% | +10.1% |
| 6M | +5.3% | +22.9% | -17.6% | +5.7% |
| YTD | +16.8% | +15.4% | +1.4% | +17.2% |
| 1Y | +20.4% | +18.8% | +1.7% | +21.0% |
| 3Y | -2.1% | +641.4% | -643.5% | +0.4% |
| All | -34.8% | +2,480.8% | -2,515.6% | -33.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDL.
Daily Out/Under-Performance
Portfolio return minus NVDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDL 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 10y: compounded portfolio wealth divided by compounded NVDL 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…
10y analysis · Full analysis span regression · 6 months rolling