+71.4%
BAC vs PFE
-21.1%
+92.6%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.2% | +0.2% |
| 7D | +1.1% | +1.8% | -0.7% | +0.7% |
| 30D | -0.4% | +10.2% | -10.6% | -2.4% |
| 3M | +16.9% | +12.7% | +4.2% | +14.0% |
| 6M | +26.6% | +10.5% | +16.1% | +23.9% |
| YTD | +15.8% | +20.2% | -4.4% | +11.2% |
| 1Y | +27.2% | +24.1% | +3.1% | +21.0% |
| 3Y | +132.4% | -3.6% | +136.0% | +130.8% |
| All | +71.4% | -21.1% | +92.6% | +71.3% |
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 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