+3,391.6%
PFE vs NOC
+16,780.9%
-13,389.3%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | -3.7% | -5.8% | +2.1% | -2.3% |
| 30D | +5.0% | +10.9% | -5.9% | +2.2% |
| 3M | +12.2% | -7.1% | +19.3% | +13.9% |
| 6M | +14.6% | -5.3% | +19.9% | +15.6% |
| YTD | +24.1% | -6.8% | +30.9% | +25.0% |
| 1Y | +26.6% | -6.7% | +33.3% | +27.4% |
| 3Y | +14.3% | +17.2% | -2.9% | +7.4% |
| 5Y | -21.9% | +56.3% | -78.2% | -33.2% |
| 10Y | +62.6% | +173.7% | -111.1% | +18.5% |
| All | +3,391.6% | +16,780.9% | -13,389.3% | +1,104.8% |
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