+3,372.6%
PFE vs NOC
+17,233.0%
-13,860.4%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.7% | -3.2% | -1.2% |
| 7D | -4.7% | -2.9% | -1.8% | -4.1% |
| 30D | +3.4% | +12.1% | -8.8% | +0.4% |
| 3M | +9.2% | -5.3% | +14.5% | +10.4% |
| 6M | +15.8% | -1.0% | +16.8% | +15.6% |
| YTD | +23.4% | -4.3% | +27.8% | +23.5% |
| 1Y | +25.8% | -3.6% | +29.5% | +25.7% |
| 3Y | +17.8% | +22.9% | -5.1% | +9.4% |
| 5Y | -20.2% | +60.4% | -80.6% | -32.1% |
| 10Y | +49.6% | +161.3% | -111.7% | +10.1% |
| All | +3,372.6% | +17,233.0% | -13,860.4% | +1,090.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling