+138.6%
NOK vs PFE
+35.4%
+103.2%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.3% | +4.5% | +4.7% |
| 7D | +11.0% | -2.6% | +13.5% | +11.8% |
| 30D | +7.8% | +5.4% | +2.5% | +6.0% |
| 3M | -21.0% | +7.8% | -28.8% | -23.2% |
| 6M | +40.9% | +5.0% | +35.9% | +37.9% |
| YTD | +72.0% | +17.1% | +55.0% | +62.1% |
| 1Y | +140.9% | +19.3% | +121.6% | +124.4% |
| 3Y | +194.3% | -0.9% | +195.2% | +188.6% |
| 5Y | +112.5% | -20.8% | +133.3% | +120.7% |
| All | +138.6% | +35.4% | +103.2% | +94.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling