+130.5%
IBM vs PFE
+36.0%
+94.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.5% |
| 7D | -0.3% | +1.8% | -2.0% | -1.0% |
| 30D | +0.3% | +10.2% | -10.0% | -3.3% |
| 3M | -21.6% | +12.7% | -34.3% | -25.0% |
| 6M | -4.7% | +10.5% | -15.2% | -8.2% |
| YTD | -19.1% | +20.2% | -39.2% | -24.6% |
| 1Y | -2.5% | +24.1% | -26.6% | -10.6% |
| 3Y | +74.2% | -3.6% | +77.7% | +73.0% |
| 5Y | +113.1% | -20.9% | +134.0% | +120.4% |
| All | +130.5% | +36.0% | +94.5% | +82.9% |
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