-18.6%
PFE vs NXT
+178.8%
-197.4%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.2% | -2.4% | -1.3% |
| 7D | +1.8% | -1.1% | +2.9% | +1.8% |
| 30D | +10.2% | -15.3% | +25.6% | +10.8% |
| 3M | +12.7% | -43.8% | +56.5% | +14.6% |
| 6M | +10.5% | -18.7% | +29.2% | +10.6% |
| YTD | +20.2% | -3.0% | +23.2% | +19.1% |
| 1Y | +24.1% | +22.7% | +1.3% | +21.2% |
| 3Y | -3.6% | +95.9% | -99.5% | -8.9% |
| All | -18.6% | +178.8% | -197.4% | -23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 NXT 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