+710.1%
GOOG vs PFE
+46.4%
+663.7%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.1% | +3.7% | +2.2% |
| 7D | +4.8% | -2.1% | +6.9% | +5.4% |
| 30D | -15.5% | +3.1% | -18.6% | -16.4% |
| 3M | -13.7% | +11.2% | -24.9% | -16.5% |
| 6M | -23.0% | +15.0% | -38.0% | -26.3% |
| YTD | -5.7% | +23.5% | -29.2% | -11.8% |
| 1Y | +3.0% | +18.9% | -15.9% | -2.7% |
| 3Y | +122.4% | +18.7% | +103.7% | +105.2% |
| 5Y | +99.2% | -24.0% | +123.3% | +111.7% |
| All | +710.1% | +46.4% | +663.7% | +528.2% |
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