+2,521.8%
IBM vs PFE
+3,460.6%
-938.8%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.8% | -0.4% |
| 7D | -5.0% | -3.7% | -1.3% | -3.9% |
| 30D | +11.1% | +5.0% | +6.1% | +9.4% |
| 3M | +5.7% | +12.2% | -6.5% | +2.0% |
| 6M | +10.1% | +14.6% | -4.5% | +5.6% |
| YTD | -15.6% | +24.1% | -39.7% | -21.1% |
| 1Y | -19.5% | +26.6% | -46.1% | -25.3% |
| 3Y | +80.4% | +14.3% | +66.1% | +69.7% |
| 5Y | +140.0% | -21.9% | +161.9% | +148.9% |
| 10Y | +155.0% | +62.6% | +92.3% | +109.7% |
| All | +2,521.8% | +3,460.6% | -938.8% | +850.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling