+99.9%
GOOG vs PFE
-21.6%
+121.5%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.3% | +1.7% | +2.0% |
| 7D | +1.2% | -3.0% | +4.1% | +1.6% |
| 30D | -16.7% | +5.2% | -21.9% | -17.4% |
| 3M | -15.2% | +12.2% | -27.5% | -16.7% |
| 6M | -24.8% | +17.8% | -42.6% | -26.6% |
| YTD | -7.2% | +26.2% | -33.4% | -10.5% |
| 1Y | -0.1% | +23.2% | -23.3% | -3.4% |
| 3Y | +118.8% | +21.3% | +97.6% | +109.3% |
| 5Y | +99.9% | -23.1% | +123.0% | +119.7% |
| All | +99.9% | -21.6% | +121.5% | +119.7% |
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