+3.0%
GOOG vs PFE
+21.1%
-18.1%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.1% | +3.7% | +1.8% |
| 7D | +4.8% | -2.1% | +6.9% | +5.0% |
| 30D | -15.5% | +3.1% | -18.6% | -15.8% |
| 3M | -13.7% | +11.2% | -24.9% | -15.0% |
| 6M | -23.0% | +15.0% | -38.0% | -24.3% |
| YTD | -5.7% | +23.5% | -29.2% | -9.7% |
| 1Y | +3.0% | +18.9% | -15.9% | +0.2% |
| All | +3.0% | +21.1% | -18.1% | +0.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling