+212.6%
GLW vs PFE
-21.9%
+234.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.6% | +4.3% | +2.9% |
| 7D | -13.9% | -3.7% | -10.2% | -13.4% |
| 30D | -35.0% | +5.0% | -40.0% | -35.6% |
| 3M | -32.4% | +12.2% | -44.5% | -33.9% |
| 6M | -41.3% | +14.6% | -55.9% | -43.0% |
| YTD | +21.8% | +24.1% | -2.3% | +16.3% |
| 1Y | +21.8% | +26.6% | -4.7% | +15.7% |
| 3Y | +307.7% | +14.3% | +293.4% | +289.8% |
| All | +212.6% | -21.9% | +234.6% | +240.2% |
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 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