+14.3%
PFE vs NVTS
+36.9%
-22.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +9.5% | -11.2% | -1.7% |
| 7D | -3.7% | +1.5% | -5.2% | -3.7% |
| 30D | +5.0% | -23.8% | +28.8% | +5.1% |
| 3M | +12.2% | -30.6% | +42.7% | +12.4% |
| 6M | +14.6% | -48.4% | +63.0% | +14.8% |
| YTD | +24.1% | +20.6% | +3.5% | +22.7% |
| 1Y | +26.6% | -2.5% | +29.1% | +25.4% |
| 3Y | +14.3% | +44.0% | -29.7% | +6.1% |
| All | +14.3% | +36.9% | -22.6% | +6.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling