+23.1%
NOK vs PFE
+9.9%
+13.1%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.2% | +3.9% | +2.0% |
| 7D | -1.8% | +1.8% | -3.5% | -0.9% |
| 30D | +4.7% | +10.2% | -5.5% | +10.0% |
| 3M | -39.7% | +12.7% | -52.3% | -33.7% |
| 6M | +23.1% | +10.5% | +12.5% | +35.0% |
| All | +23.1% | +9.9% | +13.1% | +35.0% |
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