+0.7%
PFE vs NOC
+27.2%
-26.5%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.5% | +1.3% | -0.9% |
| 7D | +1.8% | -5.2% | +6.9% | +2.5% |
| 30D | +10.2% | -7.2% | +17.4% | +11.3% |
| 3M | +12.7% | -5.1% | +17.8% | +13.4% |
| 6M | +10.5% | -31.1% | +41.6% | +15.7% |
| YTD | +20.2% | -8.6% | +28.7% | +20.7% |
| 1Y | +24.1% | -9.7% | +33.8% | +24.7% |
| All | +0.7% | +27.2% | -26.5% | -3.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling