+118.0%
NOK vs PFE
+22.9%
+95.2%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.2% | +3.9% | +2.5% |
| 7D | -1.8% | +1.8% | -3.5% | -1.5% |
| 30D | +4.7% | +10.2% | -5.5% | +6.2% |
| 3M | -39.7% | +12.7% | -52.3% | -38.1% |
| 6M | +23.1% | +10.5% | +12.5% | +26.6% |
| YTD | +55.0% | +20.2% | +34.9% | +58.7% |
| 1Y | +118.0% | +24.1% | +94.0% | +121.5% |
| All | +118.0% | +22.9% | +95.2% | +121.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PFE.
Daily Out/Under-Performance
Portfolio return minus PFE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFE 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 1y: compounded portfolio wealth divided by compounded PFE 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…
1y analysis · Full analysis span regression · 6 months rolling