+391.8%
BAC vs PFE
+32.9%
+358.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.9% | +0.5% |
| 7D | +1.2% | -2.7% | +3.8% | +2.2% |
| 30D | -0.7% | +3.8% | -4.6% | -2.4% |
| 3M | +16.9% | +10.4% | +6.6% | +12.1% |
| 6M | +29.6% | +6.3% | +23.3% | +26.0% |
| YTD | +15.3% | +17.4% | -2.1% | +7.2% |
| 1Y | +28.8% | +21.1% | +7.7% | +17.6% |
| 3Y | +136.4% | -1.6% | +138.0% | +131.7% |
| 5Y | +72.9% | -22.2% | +95.1% | +79.5% |
| 10Y | +391.8% | +32.9% | +358.9% | +237.8% |
| All | +391.8% | +32.9% | +358.9% | +237.8% |
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 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