-20.7%
PFE vs NOC
+53.6%
-74.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.5% | +1.3% | -0.9% |
| 7D | +1.8% | -5.2% | +6.9% | +2.6% |
| 30D | +10.2% | -7.2% | +17.4% | +11.4% |
| 3M | +12.7% | -5.1% | +17.8% | +13.4% |
| 6M | +10.5% | -31.1% | +41.6% | +16.4% |
| YTD | +20.2% | -8.6% | +28.7% | +21.0% |
| 1Y | +24.1% | -9.7% | +33.8% | +25.1% |
| 3Y | -3.6% | +24.3% | -27.8% | -8.1% |
| All | -20.7% | +53.6% | -74.3% | -24.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling