+139.3%
HOOD vs PFE
-11.9%
+151.2%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.5% | +3.5% | +3.1% |
| 7D | -0.6% | -4.7% | +4.1% | +0.3% |
| 30D | -23.6% | +3.4% | -26.9% | -24.1% |
| 3M | -10.7% | +9.2% | -19.9% | -12.2% |
| 6M | +8.2% | +15.8% | -7.6% | +5.2% |
| YTD | -26.3% | +23.4% | -49.8% | -29.1% |
| 1Y | -36.1% | +25.8% | -61.9% | -38.7% |
| 3Y | +950.7% | +17.8% | +932.8% | +894.3% |
| 5Y | +127.0% | -20.2% | +147.2% | +115.5% |
| All | +139.3% | -11.9% | +151.2% | +123.5% |
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