+1,376.8%
BAC vs PFE
+3,346.7%
-1,969.9%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.2% | +0.5% |
| 7D | +1.1% | +1.8% | -0.7% | +0.2% |
| 30D | -0.4% | +10.2% | -10.6% | -5.0% |
| 3M | +16.9% | +12.7% | +4.2% | +10.1% |
| 6M | +26.6% | +10.5% | +16.1% | +20.1% |
| YTD | +15.8% | +20.2% | -4.4% | +5.3% |
| 1Y | +27.2% | +24.1% | +3.1% | +13.0% |
| 3Y | +132.4% | -3.6% | +136.0% | +126.6% |
| 5Y | +72.6% | -20.9% | +93.4% | +78.2% |
| 10Y | +389.7% | +35.8% | +353.9% | +278.1% |
| All | +1,376.8% | +3,346.7% | -1,969.9% | +236.7% |
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