+101.3%
NOK vs PFE
-22.2%
+123.4%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -2.3% | +8.5% | +6.6% |
| 7D | +7.3% | -2.7% | +9.9% | +7.8% |
| 30D | +13.8% | +3.8% | +9.9% | +12.7% |
| 3M | -27.0% | +10.4% | -37.4% | -28.7% |
| 6M | +37.6% | +6.3% | +31.3% | +35.5% |
| YTD | +64.6% | +17.4% | +47.2% | +57.8% |
| 1Y | +132.0% | +21.1% | +110.9% | +119.7% |
| 3Y | +183.7% | -1.6% | +185.3% | +181.4% |
| 5Y | +101.3% | -22.2% | +123.4% | +121.9% |
| All | +101.3% | -22.2% | +123.4% | +121.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling