-3.1%
BAC vs PFE
+27.0%
-30.1%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.2% | +0.2% |
| 7D | +2.1% | -0.7% | +2.8% | +2.2% |
| 30D | -6.7% | +5.3% | -12.0% | -7.3% |
| 3M | -20.2% | +10.1% | -30.4% | -21.3% |
| 6M | -0.2% | +18.0% | -18.2% | -2.7% |
| YTD | -6.4% | +25.8% | -32.2% | -10.7% |
| 1Y | -3.1% | +28.4% | -31.5% | -8.3% |
| All | -3.1% | +27.0% | -30.1% | -8.3% |
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