+32.9%
PFE vs NOC
+187.2%
-154.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.7% | -3.0% | -2.5% |
| 7D | -2.7% | -2.7% | 0.0% | -2.0% |
| 30D | +3.8% | -8.9% | +12.7% | +6.3% |
| 3M | +10.4% | -3.7% | +14.0% | +11.2% |
| 6M | +6.3% | -30.8% | +37.1% | +16.6% |
| YTD | +17.4% | -7.9% | +25.3% | +18.7% |
| 1Y | +21.1% | -9.4% | +30.6% | +22.9% |
| 3Y | -1.6% | +29.0% | -30.6% | -11.4% |
| 5Y | -22.2% | +56.1% | -78.2% | -36.1% |
| 10Y | +32.9% | +186.3% | -153.4% | -21.2% |
| All | +32.9% | +187.2% | -154.3% | -21.2% |
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