+1,064.4%
BAC vs PFE
+3,460.6%
-2,396.2%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +1.0% | +0.1% |
| 7D | -1.2% | -3.7% | +2.5% | +0.6% |
| 30D | -7.7% | +5.0% | -12.6% | -9.9% |
| 3M | -21.2% | +12.2% | -33.3% | -25.6% |
| 6M | -6.8% | +14.6% | -21.4% | -13.2% |
| YTD | -8.7% | +24.1% | -32.8% | -18.4% |
| 1Y | -5.3% | +26.6% | -31.8% | -16.3% |
| 3Y | +87.4% | +14.3% | +73.1% | +68.3% |
| 5Y | +18.9% | -21.9% | +40.8% | +24.3% |
| 10Y | +273.3% | +62.6% | +210.7% | +163.6% |
| All | +1,064.4% | +3,460.6% | -2,396.2% | +160.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling