+342.1%
GLW vs PFE
-21.1%
+363.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.2% | +6.9% | +5.9% |
| 7D | +3.8% | +1.8% | +2.0% | +3.4% |
| 30D | -1.3% | +10.2% | -11.6% | -3.4% |
| 3M | -21.8% | +12.7% | -34.5% | -24.0% |
| 6M | +6.9% | +10.5% | -3.6% | +4.4% |
| YTD | +77.2% | +20.2% | +57.0% | +69.8% |
| 1Y | +123.2% | +24.1% | +99.2% | +111.8% |
| 3Y | +400.0% | -3.6% | +403.6% | +397.9% |
| All | +342.1% | -21.1% | +363.2% | +336.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling