+117.1%
AMAT vs PFE
-19.8%
+136.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -3.0% | -10.6% | -13.1% |
| 7D | -24.3% | -0.2% | -24.1% | -24.2% |
| 30D | -39.8% | +8.7% | -48.4% | -40.6% |
| 3M | -40.2% | +15.8% | -55.9% | -41.7% |
| 6M | -22.1% | +16.8% | -39.0% | -24.4% |
| YTD | +24.7% | +26.2% | -1.5% | +18.9% |
| 1Y | +33.3% | +29.9% | +3.3% | +26.2% |
| 3Y | +133.9% | +15.9% | +117.9% | +122.4% |
| 5Y | +117.1% | -20.6% | +137.7% | +135.8% |
| All | +117.1% | -19.8% | +136.8% | +135.8% |
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