+1,162.1%
AMAT vs PFE
+61.4%
+1,100.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.6% | +5.9% | +4.8% |
| 7D | -14.7% | -3.7% | -11.0% | -13.6% |
| 30D | -36.1% | +5.0% | -41.1% | -37.3% |
| 3M | -36.9% | +12.2% | -49.0% | -39.8% |
| 6M | -22.2% | +14.6% | -36.8% | -26.7% |
| YTD | +29.9% | +24.1% | +5.8% | +18.3% |
| 1Y | +43.3% | +26.6% | +16.7% | +29.2% |
| 3Y | +142.7% | +14.3% | +128.4% | +121.8% |
| 5Y | +126.2% | -21.9% | +148.1% | +138.2% |
| All | +1,162.1% | +61.4% | +1,100.7% | +878.2% |
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 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