+135.4%
NOK vs PFE
+20.7%
+114.8%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.1% | +1.0% |
| 7D | +9.3% | -4.3% | +13.6% | +8.6% |
| 30D | +17.9% | +2.7% | +15.2% | +18.4% |
| 3M | -22.3% | +10.0% | -32.3% | -20.6% |
| 6M | +36.4% | +7.2% | +29.2% | +39.8% |
| YTD | +66.3% | +17.3% | +49.0% | +69.4% |
| All | +135.4% | +20.7% | +114.8% | +140.2% |
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 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