+105.1%
PFE vs NVMI
+1,967.2%
-1,862.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.5% | -6.7% | -1.5% |
| 7D | +1.8% | +6.6% | -4.8% | +1.5% |
| 30D | +10.2% | -7.5% | +17.8% | +10.5% |
| 3M | +12.7% | -28.5% | +41.2% | +13.9% |
| 6M | +10.5% | -15.7% | +26.3% | +10.8% |
| YTD | +20.2% | +13.3% | +6.8% | +18.8% |
| 1Y | +24.1% | +48.3% | -24.2% | +21.1% |
| 3Y | -3.6% | +191.2% | -194.8% | -9.6% |
| 5Y | -20.9% | +268.7% | -289.5% | -27.1% |
| 10Y | +35.8% | +3,034.8% | -2,999.0% | +14.1% |
| All | +105.1% | +1,967.2% | -1,862.1% | +52.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling