-37.1%
NOK vs PFE
+15.3%
-52.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.1% | +0.2% | -3.7% |
| 7D | +11.0% | -2.1% | +13.1% | +8.9% |
| 30D | -16.0% | +3.1% | -19.1% | -12.9% |
| 3M | -19.8% | +11.2% | -30.9% | -10.3% |
| 6M | -37.1% | +15.0% | -52.2% | -23.5% |
| All | -37.1% | +15.3% | -52.4% | -23.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling