+1,578.5%
NOK vs PFE
+1,580.6%
-2.1%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.2% | +3.9% | +3.2% |
| 7D | -1.8% | +1.8% | -3.5% | -2.5% |
| 30D | +4.7% | +10.2% | -5.5% | +0.3% |
| 3M | -39.7% | +12.7% | -52.3% | -43.0% |
| 6M | +23.1% | +10.5% | +12.5% | +16.9% |
| YTD | +55.0% | +20.2% | +34.9% | +41.8% |
| 1Y | +118.0% | +24.1% | +94.0% | +95.6% |
| 3Y | +170.5% | -3.6% | +174.1% | +164.2% |
| 5Y | +84.9% | -20.9% | +105.7% | +91.4% |
| 10Y | +112.0% | +35.8% | +76.1% | +66.7% |
| All | +1,578.5% | +1,580.6% | -2.1% | +724.2% |
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