+700.7%
GOOGL vs PFE
+46.4%
+654.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.1% | +3.9% | +2.4% |
| 7D | +5.7% | -2.1% | +7.8% | +6.3% |
| 30D | -15.6% | +3.1% | -18.7% | -16.5% |
| 3M | -13.0% | +11.2% | -24.2% | -15.8% |
| 6M | -22.8% | +15.0% | -37.8% | -26.2% |
| YTD | -4.4% | +23.5% | -27.9% | -10.7% |
| 1Y | +4.5% | +18.9% | -14.5% | -1.4% |
| 3Y | +127.4% | +18.7% | +108.7% | +109.6% |
| 5Y | +102.8% | -24.0% | +126.8% | +115.9% |
| All | +700.7% | +46.4% | +654.3% | +522.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling