+1,090.1%
BAC vs PFE
+3,443.7%
-2,353.7%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | +0.7% |
| 7D | +1.5% | -2.1% | +3.6% | +2.5% |
| 30D | -6.4% | +3.1% | -9.5% | -7.9% |
| 3M | -21.7% | +11.2% | -32.8% | -25.7% |
| 6M | +0.5% | +15.0% | -14.6% | -6.5% |
| YTD | -6.7% | +23.5% | -30.2% | -16.4% |
| 1Y | -4.7% | +18.9% | -23.6% | -13.2% |
| 3Y | +96.1% | +18.7% | +77.3% | +72.8% |
| 5Y | +21.7% | -24.0% | +45.7% | +29.0% |
| 10Y | +232.0% | +47.5% | +184.4% | +145.9% |
| All | +1,090.1% | +3,443.7% | -2,353.7% | +167.2% |
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