+96.7%
BAC vs PFE
+19.8%
+76.9%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -7.5% |
| 3M | -20.2% | +10.1% | -30.4% | -21.6% |
| 6M | -0.2% | +18.0% | -18.2% | -3.1% |
| YTD | -6.4% | +25.8% | -32.2% | -10.3% |
| 1Y | -3.1% | +28.4% | -31.5% | -7.5% |
| 3Y | +96.7% | +20.9% | +75.8% | +88.5% |
| All | +96.7% | +19.8% | +76.9% | +88.5% |
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 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