+410.2%
GLW vs PFE
-4.1%
+414.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.2% | +6.9% | +5.8% |
| 7D | +3.8% | +1.8% | +2.0% | +3.5% |
| 30D | -1.3% | +10.2% | -11.6% | -2.9% |
| 3M | -21.8% | +12.7% | -34.5% | -23.3% |
| 6M | +6.9% | +10.5% | -3.6% | +5.3% |
| YTD | +77.2% | +20.2% | +57.0% | +71.6% |
| 1Y | +123.2% | +24.1% | +99.2% | +114.3% |
| All | +410.2% | -4.1% | +414.3% | +412.2% |
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 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