+278.5%
AVGO vs PFE
+19.5%
+259.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.2% | -5.0% | -4.7% |
| 7D | +18.2% | -1.7% | +19.9% | +18.0% |
| 30D | +0.2% | +0.3% | -0.1% | +0.3% |
| 3M | -16.8% | +9.4% | -26.2% | -16.0% |
| 6M | -16.5% | +14.9% | -31.3% | -15.2% |
| YTD | +0.8% | +23.8% | -23.0% | +2.7% |
| 1Y | +2.8% | +19.5% | -16.7% | +4.6% |
| 3Y | +278.5% | +21.0% | +257.5% | +280.1% |
| All | +278.5% | +19.5% | +259.0% | +280.1% |
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