+23.7%
PFE vs NVT
+492.6%
-468.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.1% | -1.1% | -2.0% |
| 7D | -2.1% | +17.4% | -19.5% | -4.0% |
| 30D | +3.1% | -28.4% | +31.5% | +6.7% |
| 3M | +11.2% | -32.4% | +43.6% | +15.5% |
| 6M | +15.0% | -32.2% | +47.2% | +18.8% |
| YTD | +23.5% | +14.0% | +9.5% | +16.8% |
| 1Y | +18.9% | +4.3% | +14.6% | +13.9% |
| 3Y | +18.7% | +131.7% | -113.0% | -4.8% |
| 5Y | -24.0% | +232.4% | -256.4% | -44.7% |
| All | +23.7% | +492.6% | -468.9% | -21.5% |
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