+48.8%
PFE vs NVMI
+2,494.8%
-2,446.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.0% | +3.2% | +0.4% |
| 7D | -1.7% | +1.5% | -3.2% | -1.8% |
| 30D | +0.3% | -4.1% | +4.4% | +0.5% |
| 3M | +9.4% | -22.8% | +32.1% | +10.9% |
| 6M | +14.9% | -36.9% | +51.8% | +17.5% |
| YTD | +23.8% | -3.2% | +27.0% | +21.8% |
| 1Y | +19.5% | +7.1% | +12.4% | +16.6% |
| 3Y | +21.0% | +181.5% | -160.5% | +4.3% |
| 5Y | -23.9% | +141.2% | -165.1% | -34.6% |
| All | +48.8% | +2,494.8% | -2,446.0% | -0.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 NVMI 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