+1,285.7%
NOK vs PFE
+1,627.9%
-342.2%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.1% | +0.2% | -1.0% |
| 7D | +11.0% | -2.1% | +13.1% | +11.9% |
| 30D | -16.0% | +3.1% | -19.1% | -17.4% |
| 3M | -19.8% | +11.2% | -30.9% | -23.7% |
| 6M | -37.1% | +15.0% | -52.2% | -41.5% |
| YTD | +28.0% | +23.5% | +4.4% | +15.2% |
| 1Y | +17.9% | +18.9% | -1.0% | +7.8% |
| 3Y | +152.7% | +18.7% | +134.0% | +124.9% |
| 5Y | +62.3% | -24.0% | +86.3% | +71.3% |
| 10Y | +128.1% | +47.5% | +80.5% | +72.4% |
| All | +1,285.7% | +1,627.9% | -342.2% | +569.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling