+119.5%
GOOG vs PFE
+21.9%
+97.7%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.3% | +1.7% | +2.0% |
| 7D | +1.2% | -3.0% | +4.1% | +1.3% |
| 30D | -16.7% | +5.2% | -21.9% | -17.0% |
| 3M | -15.2% | +12.2% | -27.5% | -15.8% |
| 6M | -24.8% | +17.8% | -42.6% | -25.5% |
| YTD | -7.2% | +26.2% | -33.4% | -8.5% |
| 1Y | -0.1% | +23.2% | -23.3% | -1.4% |
| All | +119.5% | +21.9% | +97.7% | +110.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling