-13.4%
PFE vs NVTS
-15.6%
+2.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +6.3% | -7.6% | -1.3% |
| 7D | +1.8% | +2.7% | -0.9% | +1.7% |
| 30D | +10.2% | -4.5% | +14.7% | +10.2% |
| 3M | +12.7% | -61.5% | +74.2% | +14.0% |
| 6M | +10.5% | +28.0% | -17.4% | +9.3% |
| YTD | +20.2% | +65.3% | -45.1% | +18.0% |
| 1Y | +24.1% | +113.0% | -88.9% | +20.7% |
| 3Y | -3.6% | +34.7% | -38.3% | -7.2% |
| All | -13.4% | -15.6% | +2.2% | -14.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling