+780.7%
GOOG vs PFE
+35.4%
+745.3%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.3% | +1.5% |
| 7D | 0.0% | -2.6% | +2.6% | +0.8% |
| 30D | -2.0% | +5.4% | -7.3% | -3.4% |
| 3M | -5.9% | +7.8% | -13.6% | -8.0% |
| 6M | +8.9% | +5.0% | +3.9% | +7.1% |
| YTD | +7.1% | +17.1% | -10.0% | +1.9% |
| 1Y | +39.7% | +19.3% | +20.4% | +31.8% |
| 3Y | +145.8% | -0.9% | +146.8% | +141.6% |
| 5Y | +138.6% | -20.8% | +159.4% | +146.0% |
| All | +780.7% | +35.4% | +745.3% | +649.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling