-32.9%
PFE vs NVDL
+2,772.7%
-2,805.6%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.6% | -2.9% | -1.2% |
| 7D | +1.8% | +11.7% | -9.9% | +1.9% |
| 30D | +10.2% | +7.8% | +2.4% | +10.4% |
| 3M | +12.7% | +3.3% | +9.4% | +12.9% |
| 6M | +10.5% | +38.9% | -28.4% | +11.2% |
| YTD | +20.2% | +28.5% | -8.3% | +20.7% |
| 1Y | +24.1% | +40.6% | -16.5% | +24.9% |
| 3Y | -3.6% | +648.7% | -652.3% | -1.1% |
| All | -32.9% | +2,772.7% | -2,805.6% | -31.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling