+1,587.5%
AMAT vs PFE
+35.4%
+1,552.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.2% | +5.6% | +4.8% |
| 7D | -1.5% | +1.8% | -3.3% | -2.2% |
| 30D | -14.8% | +10.2% | -25.0% | -18.0% |
| 3M | -9.3% | +12.7% | -22.0% | -13.8% |
| 6M | +27.4% | +10.5% | +16.9% | +21.7% |
| YTD | +77.6% | +20.2% | +57.4% | +63.9% |
| 1Y | +188.9% | +24.1% | +164.9% | +162.3% |
| 3Y | +202.3% | -3.6% | +205.9% | +198.0% |
| 5Y | +248.9% | -20.9% | +269.8% | +261.6% |
| All | +1,587.5% | +35.4% | +1,552.1% | +1,263.6% |
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