+64.6%
NOK vs PFE
-21.6%
+86.2%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.3% | +2.0% | +2.2% |
| 7D | +2.2% | -3.0% | +5.1% | +2.8% |
| 30D | -14.7% | +5.2% | -20.0% | -15.8% |
| 3M | -10.6% | +12.2% | -22.8% | -13.0% |
| 6M | -39.4% | +17.8% | -57.2% | -41.8% |
| YTD | +30.4% | +26.2% | +4.3% | +22.6% |
| 1Y | +22.3% | +23.2% | -0.9% | +15.7% |
| 3Y | +157.6% | +21.3% | +136.3% | +141.1% |
| 5Y | +64.6% | -23.1% | +87.6% | +82.8% |
| All | +64.6% | -21.6% | +86.2% | +82.8% |
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