-18.8%
IBM vs PFE
+24.7%
-43.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.6% |
| 7D | -2.5% | -4.7% | +2.2% | -0.9% |
| 30D | +8.4% | +3.4% | +5.0% | +7.1% |
| 3M | +4.5% | +9.2% | -4.8% | +1.0% |
| 6M | +7.9% | +15.8% | -7.9% | +1.5% |
| YTD | -15.2% | +23.4% | -38.7% | -21.3% |
| All | -18.8% | +24.7% | -43.4% | -24.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling