+3,093.2%
GLW vs PFE
+3,460.6%
-367.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.6% | +4.3% | +3.2% |
| 7D | -13.9% | -3.7% | -10.2% | -12.8% |
| 30D | -35.0% | +5.0% | -40.0% | -36.2% |
| 3M | -32.4% | +12.2% | -44.5% | -35.4% |
| 6M | -41.3% | +14.6% | -55.9% | -44.7% |
| YTD | +21.8% | +24.1% | -2.3% | +11.7% |
| 1Y | +21.8% | +26.6% | -4.7% | +10.8% |
| 3Y | +307.7% | +14.3% | +293.4% | +275.7% |
| 5Y | +213.7% | -21.9% | +235.6% | +224.2% |
| 10Y | +509.3% | +62.6% | +446.6% | +386.0% |
| All | +3,093.2% | +3,460.6% | -367.3% | +666.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling