+48.8%
PFE vs NOC
+160.0%
-111.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | -1.7% | +4.8% | -6.5% | -2.9% |
| 30D | +0.3% | +11.0% | -10.7% | -2.4% |
| 3M | +9.4% | -3.8% | +13.2% | +10.1% |
| 6M | +14.9% | +0.6% | +14.2% | +14.2% |
| YTD | +23.8% | -2.3% | +26.1% | +23.0% |
| 1Y | +19.5% | +0.3% | +19.3% | +17.9% |
| 3Y | +21.0% | +24.6% | -3.6% | +10.8% |
| 5Y | -23.9% | +66.0% | -89.9% | -38.1% |
| All | +48.8% | +160.0% | -111.2% | +3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 10y: compounded portfolio wealth divided by compounded NOC 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…
10y analysis · Full analysis span regression · 6 months rolling