+20.3%
PFE vs NVT
+699.2%
-679.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-07.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.6% | -3.8% | -1.6% |
| 7D | +1.8% | +5.1% | -3.3% | +1.1% |
| 30D | +10.2% | -3.7% | +13.9% | +10.6% |
| 3M | +12.7% | -10.1% | +22.8% | +13.6% |
| 6M | +10.5% | +37.5% | -26.9% | +3.8% |
| YTD | +20.2% | +53.7% | -33.6% | +10.5% |
| 1Y | +24.1% | +70.9% | -46.8% | +11.8% |
| 3Y | -3.6% | +180.4% | -184.0% | -23.2% |
| 5Y | -20.9% | +393.5% | -414.3% | -45.1% |
| All | +20.3% | +699.2% | -679.0% | -25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 1990-01-01 to 2026-09-07: compounded portfolio wealth divided by compounded NVT 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…
1990-01-01 to 2026-09-07 analysis · Full analysis span regression · 6 months rolling