+345.6%
AVGO vs PFE
-1.5%
+347.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.3% | +5.3% | +2.8% |
| 7D | -0.3% | -2.7% | +2.4% | -0.5% |
| 30D | -13.8% | +3.8% | -17.7% | -13.6% |
| 3M | -6.9% | +10.4% | -17.3% | -6.2% |
| 6M | +11.9% | +6.3% | +5.7% | +12.7% |
| YTD | +6.9% | +17.4% | -10.5% | +7.9% |
| 1Y | +7.4% | +21.1% | -13.7% | +8.6% |
| 3Y | +345.6% | -1.6% | +347.2% | +357.8% |
| All | +345.6% | -1.5% | +347.1% | +357.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling