+147.5%
IBM vs PFE
-25.1%
+172.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.7% | -0.9% |
| 7D | -0.3% | -2.1% | +1.8% | +0.2% |
| 30D | +6.8% | +3.1% | +3.6% | +6.0% |
| 3M | +4.4% | +11.2% | -6.8% | +1.8% |
| 6M | +13.2% | +15.0% | -1.9% | +9.5% |
| YTD | -15.1% | +23.5% | -38.7% | -19.2% |
| 1Y | -20.2% | +18.9% | -39.1% | -23.5% |
| 3Y | +79.3% | +18.7% | +60.6% | +69.7% |
| 5Y | +147.5% | -24.0% | +171.5% | +159.1% |
| All | +147.5% | -25.1% | +172.5% | +159.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling