+13,507.3%
GOOGL vs PFE
+141.1%
+13,366.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.6% |
| 7D | -2.3% | +1.8% | -4.0% | -2.9% |
| 30D | -6.6% | +10.2% | -16.8% | -10.0% |
| 3M | -8.9% | +12.7% | -21.6% | -13.2% |
| 6M | +11.9% | +10.5% | +1.3% | +7.3% |
| YTD | +8.3% | +20.2% | -11.8% | +0.4% |
| 1Y | +46.2% | +24.1% | +22.1% | +33.2% |
| 3Y | +151.9% | -3.6% | +155.4% | +146.7% |
| 5Y | +137.7% | -20.9% | +158.6% | +145.2% |
| 10Y | +757.6% | +35.8% | +721.7% | +565.7% |
| All | +13,507.3% | +141.1% | +13,366.2% | +6,933.8% |
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 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