+2,413.6%
IBM vs PFE
+3,346.7%
-933.1%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.5% |
| 7D | -0.3% | +1.8% | -2.0% | -0.8% |
| 30D | +0.3% | +10.2% | -10.0% | -2.7% |
| 3M | -21.6% | +12.7% | -34.3% | -24.4% |
| 6M | -4.7% | +10.5% | -15.2% | -7.6% |
| YTD | -19.1% | +20.2% | -39.2% | -23.6% |
| 1Y | -2.5% | +24.1% | -26.6% | -9.1% |
| 3Y | +74.2% | -3.6% | +77.7% | +72.4% |
| 5Y | +113.1% | -20.9% | +134.0% | +119.7% |
| 10Y | +133.5% | +35.8% | +97.7% | +102.3% |
| All | +2,413.6% | +3,346.7% | -933.1% | +820.7% |
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