+35.4%
GLW vs PFE
+21.1%
+14.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | -1.2% |
| 7D | +15.5% | -2.1% | +17.6% | +15.0% |
| 30D | -19.6% | +3.1% | -22.7% | -18.8% |
| 3M | -28.5% | +11.2% | -39.7% | -27.6% |
| 6M | -39.5% | +15.0% | -54.6% | -37.7% |
| YTD | +37.2% | +23.5% | +13.7% | +36.8% |
| 1Y | +35.4% | +18.9% | +16.5% | +36.8% |
| All | +35.4% | +21.1% | +14.3% | +36.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling