+18.9%
PFE vs NOC
-1.3%
+20.2%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.8% | -2.1% |
| 7D | -2.1% | +4.5% | -6.7% | -2.7% |
| 30D | +3.1% | +14.1% | -11.0% | +1.0% |
| 3M | +11.2% | -4.5% | +15.6% | +11.8% |
| 6M | +15.0% | -0.8% | +15.8% | +14.9% |
| YTD | +23.5% | -2.5% | +26.1% | +18.1% |
| 1Y | +18.9% | -0.1% | +19.0% | +12.5% |
| All | +18.9% | -1.3% | +20.2% | +12.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling