+13,444.1%
GOOG vs PFE
+141.1%
+13,303.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.6% |
| 7D | -2.1% | +1.8% | -3.9% | -2.8% |
| 30D | -6.8% | +10.2% | -17.1% | -10.3% |
| 3M | -9.1% | +12.7% | -21.8% | -13.3% |
| 6M | +10.7% | +10.5% | +0.2% | +6.2% |
| YTD | +7.1% | +20.2% | -13.1% | -0.8% |
| 1Y | +44.6% | +24.1% | +20.6% | +31.8% |
| 3Y | +147.4% | -3.6% | +151.0% | +142.4% |
| 5Y | +133.8% | -20.9% | +154.7% | +141.0% |
| 10Y | +777.5% | +35.8% | +741.7% | +580.2% |
| All | +13,444.1% | +141.1% | +13,303.0% | +6,890.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling