+17.2%
PFE vs NVT
+731.8%
-714.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.6% | -4.4% | -0.4% |
| 7D | -2.6% | +4.1% | -6.6% | -3.1% |
| 30D | +5.4% | -5.1% | +10.5% | +5.9% |
| 3M | +7.8% | -1.2% | +8.9% | +7.2% |
| 6M | +5.0% | +46.6% | -41.6% | -2.3% |
| YTD | +17.1% | +60.0% | -42.9% | +7.1% |
| 1Y | +19.3% | +70.8% | -51.5% | +7.6% |
| 3Y | -0.9% | +187.5% | -188.5% | -21.3% |
| 5Y | -20.8% | +426.1% | -446.9% | -45.7% |
| All | +17.2% | +731.8% | -714.6% | -28.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling