-1.5%
BAC vs PFE
+35.1%
-36.6%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.6% | +1.3% | +3.6% |
| 7D | +1.5% | +4.6% | -3.0% | +0.9% |
| 30D | -4.4% | +12.3% | -16.7% | -6.0% |
| 3M | -17.5% | +21.2% | -38.7% | -20.0% |
| 6M | -0.1% | +21.1% | -21.1% | -2.9% |
| YTD | -4.6% | +30.0% | -34.7% | -9.4% |
| 1Y | -1.5% | +35.6% | -37.1% | -7.5% |
| All | -1.5% | +35.1% | -36.6% | -7.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling