+109.4%
AAPL vs PFE
-21.1%
+130.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.2% | -1.3% | -2.2% |
| 7D | +0.1% | +1.8% | -1.7% | -0.3% |
| 30D | +3.0% | +10.2% | -7.3% | +0.7% |
| 3M | +2.9% | +12.7% | -9.8% | +0.1% |
| 6M | +22.1% | +10.5% | +11.6% | +19.2% |
| YTD | +18.0% | +20.2% | -2.1% | +13.1% |
| 1Y | +33.9% | +24.1% | +9.9% | +27.0% |
| 3Y | +71.2% | -3.6% | +74.7% | +69.1% |
| All | +109.4% | -21.1% | +130.5% | +121.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling