+196.6%
AMD vs PFE
-19.8%
+216.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -3.0% | -14.3% | -17.1% |
| 7D | -28.6% | -0.2% | -28.4% | -28.6% |
| 30D | -37.7% | +8.7% | -46.4% | -38.1% |
| 3M | -16.1% | +15.8% | -31.9% | -17.2% |
| 6M | +13.8% | +16.8% | -3.0% | +12.3% |
| YTD | +88.8% | +26.2% | +62.6% | +83.9% |
| 1Y | +57.8% | +29.9% | +27.8% | +53.0% |
| 3Y | +260.3% | +15.9% | +244.3% | +249.4% |
| 5Y | +196.6% | -20.6% | +217.2% | +228.4% |
| All | +196.6% | -19.8% | +216.4% | +228.4% |
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