+244.4%
AVGO vs PFE
+13.8%
+230.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.4% | +0.6% |
| 7D | -9.9% | -3.7% | -6.2% | -10.3% |
| 30D | -22.0% | +5.0% | -27.0% | -21.6% |
| 3M | -30.0% | +12.2% | -42.2% | -29.3% |
| 6M | -30.7% | +14.6% | -45.3% | -29.7% |
| YTD | -14.7% | +24.1% | -38.8% | -13.1% |
| 1Y | -16.8% | +26.6% | -43.4% | -15.1% |
| 3Y | +244.4% | +14.3% | +230.1% | +247.4% |
| All | +244.4% | +13.8% | +230.6% | +247.4% |
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 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