+47.3%
AMZN vs PFE
-21.1%
+68.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.1% | 0.0% |
| 7D | -3.0% | +1.8% | -4.7% | -3.3% |
| 30D | -5.2% | +10.2% | -15.4% | -6.7% |
| 3M | +1.9% | +12.7% | -10.8% | -0.2% |
| 6M | +19.2% | +10.5% | +8.7% | +17.2% |
| YTD | +12.0% | +20.2% | -8.2% | +8.5% |
| 1Y | +9.7% | +24.1% | -14.4% | +5.5% |
| 3Y | +87.2% | -3.6% | +90.7% | +86.7% |
| All | +47.3% | -21.1% | +68.4% | +58.9% |
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