+32.5%
PFE vs NVMI
+3,108.0%
-3,075.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | -0.3% |
| 7D | -4.0% | +3.8% | -7.8% | -4.3% |
| 30D | +3.9% | -7.6% | +11.4% | +4.3% |
| 3M | +9.9% | -28.0% | +37.9% | +11.9% |
| 6M | +5.3% | -15.3% | +20.6% | +5.5% |
| YTD | +16.8% | +11.5% | +5.3% | +14.1% |
| 1Y | +20.4% | +31.6% | -11.2% | +15.8% |
| 3Y | -2.1% | +207.0% | -209.1% | -15.8% |
| 5Y | -21.0% | +262.8% | -283.8% | -34.9% |
| All | +32.5% | +3,108.0% | -3,075.5% | -16.2% |
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