-64.1%
ADBE vs PFE
-21.9%
-42.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.6% | -1.3% | -2.5% |
| 7D | -4.4% | -3.7% | -0.7% | -3.6% |
| 30D | +2.8% | +5.0% | -2.2% | +1.8% |
| 3M | -8.0% | +12.2% | -20.2% | -10.1% |
| 6M | -4.3% | +14.6% | -18.9% | -7.0% |
| YTD | -31.6% | +24.1% | -55.8% | -34.5% |
| 1Y | -26.9% | +26.6% | -53.5% | -30.2% |
| 3Y | -57.7% | +14.3% | -72.0% | -59.5% |
| All | -64.1% | -21.9% | -42.2% | -60.4% |
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