+233.0%
BAC vs PFE
+47.9%
+185.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.1% |
| 7D | -1.9% | -3.0% | +1.1% | -0.7% |
| 30D | -7.2% | +5.2% | -12.4% | -9.1% |
| 3M | -20.4% | +12.2% | -32.7% | -24.1% |
| 6M | +1.3% | +17.8% | -16.5% | -5.5% |
| YTD | -6.4% | +26.2% | -32.6% | -15.3% |
| 1Y | -3.5% | +23.2% | -26.7% | -11.9% |
| 3Y | +96.7% | +21.3% | +75.4% | +75.8% |
| 5Y | +20.6% | -23.1% | +43.7% | +28.6% |
| 10Y | +233.0% | +50.7% | +182.3% | +118.8% |
| All | +233.0% | +47.9% | +185.2% | +118.8% |
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