-21.4%
PFE vs NVMI
+274.3%
-295.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.8% | 0.0% |
| 7D | -4.3% | +6.9% | -11.2% | -4.5% |
| 30D | +2.7% | -2.8% | +5.5% | +2.7% |
| 3M | +10.0% | -27.3% | +37.3% | +10.9% |
| 6M | +7.2% | -13.7% | +20.8% | +7.1% |
| YTD | +17.3% | +13.8% | +3.5% | +15.7% |
| 1Y | +20.3% | +34.9% | -14.5% | +17.7% |
| 3Y | -1.6% | +213.5% | -215.2% | -10.0% |
| 5Y | -21.4% | +272.5% | -293.8% | -30.1% |
| All | -21.4% | +274.3% | -295.7% | -30.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling