+80.4%
IBM vs PFE
+13.8%
+66.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.8% | -0.5% |
| 7D | -5.0% | -3.7% | -1.3% | -4.1% |
| 30D | +11.1% | +5.0% | +6.1% | +9.8% |
| 3M | +5.7% | +12.2% | -6.5% | +2.7% |
| 6M | +10.1% | +14.6% | -4.5% | +6.3% |
| YTD | -15.6% | +24.1% | -39.7% | -19.9% |
| 1Y | -19.5% | +26.6% | -46.1% | -24.0% |
| 3Y | +80.4% | +14.3% | +66.1% | +70.1% |
| All | +80.4% | +13.8% | +66.6% | +70.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling