-41.3%
GLW vs PFE
+14.4%
-55.8%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.6% | +4.3% | +0.9% |
| 7D | -13.9% | -3.7% | -10.2% | -17.1% |
| 30D | -35.0% | +5.0% | -40.0% | -30.4% |
| 3M | -32.4% | +12.2% | -44.5% | -20.9% |
| 6M | -41.3% | +14.6% | -55.9% | -24.7% |
| All | -41.3% | +14.4% | -55.8% | -24.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling