+199.0%
AMD vs PFE
-21.9%
+221.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -1.6% | +12.7% | +11.1% |
| 7D | -11.0% | -3.7% | -7.3% | -10.8% |
| 30D | -30.5% | +5.0% | -35.4% | -30.7% |
| 3M | -8.2% | +12.2% | -20.4% | -9.2% |
| 6M | +6.6% | +14.6% | -8.0% | +5.2% |
| YTD | +109.7% | +24.1% | +85.6% | +104.3% |
| 1Y | +88.9% | +26.6% | +62.3% | +83.5% |
| 3Y | +301.8% | +14.3% | +287.5% | +289.7% |
| All | +199.0% | -21.9% | +221.0% | +228.5% |
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