-22.2%
PFE vs NVT
+425.5%
-447.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +4.2% | -6.5% | -2.6% |
| 7D | -2.7% | +10.4% | -13.0% | -3.4% |
| 30D | +3.8% | -1.3% | +5.1% | +3.8% |
| 3M | +10.4% | -0.6% | +11.0% | +10.0% |
| 6M | +6.3% | +53.8% | -47.5% | +1.0% |
| YTD | +17.4% | +60.2% | -42.8% | +10.8% |
| 1Y | +21.1% | +76.8% | -55.6% | +12.8% |
| 3Y | -1.6% | +191.2% | -192.8% | -17.5% |
| 5Y | -22.2% | +430.9% | -453.1% | -44.2% |
| All | -22.2% | +425.5% | -447.6% | -44.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling