-15.4%
PFE vs NVTS
-17.0%
+1.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.3% | +3.3% | 0.0% |
| 7D | -4.3% | +3.5% | -7.8% | -4.3% |
| 30D | +2.7% | -11.9% | +14.6% | +2.8% |
| 3M | +10.0% | -49.2% | +59.2% | +10.9% |
| 6M | +7.2% | +38.4% | -31.3% | +5.8% |
| YTD | +17.3% | +62.5% | -45.1% | +15.2% |
| 1Y | +20.3% | +101.4% | -81.1% | +17.1% |
| 3Y | -1.6% | +40.4% | -42.1% | -5.5% |
| All | -15.4% | -17.0% | +1.6% | -16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 NVTS 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