+2,890.3%
AVGO vs PFE
+33.5%
+2,856.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.3% | +5.3% | +3.5% |
| 7D | -0.3% | -2.7% | +2.4% | +0.3% |
| 30D | -13.8% | +3.8% | -17.7% | -14.8% |
| 3M | -6.9% | +10.4% | -17.3% | -9.4% |
| 6M | +11.9% | +6.3% | +5.7% | +9.7% |
| YTD | +6.9% | +17.4% | -10.5% | +1.8% |
| 1Y | +7.4% | +21.1% | -13.7% | +0.9% |
| 3Y | +345.6% | -1.6% | +347.2% | +337.9% |
| 5Y | +718.9% | -22.2% | +741.0% | +754.3% |
| All | +2,890.3% | +33.5% | +2,856.8% | +2,528.5% |
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 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