+21.7%
BAC vs PFE
-25.1%
+46.8%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | +0.1% |
| 7D | +1.5% | -2.1% | +3.6% | +2.0% |
| 30D | -6.4% | +3.1% | -9.5% | -7.0% |
| 3M | -21.7% | +11.2% | -32.8% | -23.5% |
| 6M | +0.5% | +15.0% | -14.6% | -2.6% |
| YTD | -6.7% | +23.5% | -30.2% | -11.2% |
| 1Y | -4.7% | +18.9% | -23.6% | -8.5% |
| 3Y | +96.1% | +18.7% | +77.3% | +85.7% |
| 5Y | +21.7% | -24.0% | +45.7% | +28.8% |
| All | +21.7% | -25.1% | +46.8% | +28.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling