+128.8%
GOOG vs PFE
-22.1%
+150.9%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | -1.6% | -4.3% | +2.7% | -1.0% |
| 30D | -7.7% | +2.7% | -10.4% | -8.0% |
| 3M | -9.3% | +10.0% | -19.3% | -10.6% |
| 6M | +7.4% | +7.2% | +0.3% | +6.3% |
| YTD | +4.9% | +17.3% | -12.5% | +2.4% |
| 1Y | +37.2% | +20.3% | +16.9% | +33.3% |
| 3Y | +141.6% | -1.6% | +143.2% | +140.9% |
| 5Y | +128.8% | -21.4% | +150.1% | +147.8% |
| All | +128.8% | -22.1% | +150.9% | +147.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling