+92.9%
GOOGL vs PFE
-21.9%
+114.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.4% | +1.0% |
| 7D | +1.8% | -3.7% | +5.5% | +2.3% |
| 30D | -18.8% | +5.0% | -23.7% | -19.4% |
| 3M | -20.3% | +12.2% | -32.5% | -21.7% |
| 6M | -28.4% | +14.6% | -42.9% | -29.8% |
| YTD | -8.8% | +24.1% | -33.0% | -11.8% |
| 1Y | +0.3% | +26.6% | -26.3% | -3.3% |
| 3Y | +120.7% | +14.3% | +106.4% | +113.8% |
| All | +92.9% | -21.9% | +114.8% | +115.0% |
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 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