+1,237.1%
AAPL vs PFE
+33.5%
+1,203.6%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.2% | -0.3% |
| 7D | -3.0% | -4.3% | +1.3% | -1.5% |
| 30D | +2.3% | +2.7% | -0.4% | +1.3% |
| 3M | +8.6% | +10.0% | -1.4% | +5.0% |
| 6M | +21.6% | +7.2% | +14.4% | +18.4% |
| YTD | +16.3% | +17.3% | -1.0% | +9.7% |
| 1Y | +35.1% | +20.3% | +14.7% | +25.6% |
| 3Y | +79.4% | -1.6% | +81.0% | +76.1% |
| 5Y | +109.8% | -21.4% | +131.2% | +117.1% |
| 10Y | +1,237.1% | +35.2% | +1,201.8% | +1,015.3% |
| All | +1,237.1% | +33.5% | +1,203.6% | +1,015.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PFE.
Daily Out/Under-Performance
Portfolio return minus PFE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFE 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 10y: compounded portfolio wealth divided by compounded PFE 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…
10y analysis · Full analysis span regression · 6 months rolling