+132.5%
NOK vs PFE
+47.9%
+84.6%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.3% | +2.0% | +2.2% |
| 7D | +2.2% | -3.0% | +5.1% | +3.1% |
| 30D | -14.7% | +5.2% | -20.0% | -16.2% |
| 3M | -10.6% | +12.2% | -22.8% | -14.0% |
| 6M | -39.4% | +17.8% | -57.2% | -42.8% |
| YTD | +30.4% | +26.2% | +4.3% | +19.9% |
| 1Y | +22.3% | +23.2% | -0.9% | +13.3% |
| 3Y | +157.6% | +21.3% | +136.3% | +135.1% |
| 5Y | +64.6% | -23.1% | +87.6% | +74.6% |
| 10Y | +132.5% | +50.7% | +81.8% | +72.2% |
| All | +132.5% | +47.9% | +84.6% | +72.2% |
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