+331.3%
GLW vs PFE
+19.8%
+311.5%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.4% | -3.7% | -3.3% |
| 7D | -11.1% | -0.7% | -10.4% | -11.0% |
| 30D | -28.4% | +5.3% | -33.8% | -28.8% |
| 3M | -28.8% | +10.1% | -38.9% | -29.6% |
| 6M | -39.8% | +18.0% | -57.8% | -41.0% |
| YTD | +28.7% | +25.8% | +2.9% | +24.7% |
| 1Y | +27.7% | +28.4% | -0.7% | +23.2% |
| 3Y | +331.3% | +20.9% | +310.4% | +312.4% |
| All | +331.3% | +19.8% | +311.5% | +312.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling