+25.0%
INTC vs PFE
-21.9%
+46.9%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.5% | +6.0% | +5.6% |
| 7D | -1.0% | -4.7% | +3.7% | +0.1% |
| 30D | -43.3% | +3.4% | -46.7% | -44.0% |
| 3M | -41.6% | +9.2% | -50.8% | -43.3% |
| 6M | -52.5% | +15.8% | -68.3% | -54.8% |
| YTD | +60.9% | +23.4% | +37.4% | +49.7% |
| 1Y | +55.7% | +25.8% | +29.9% | +43.8% |
| 3Y | +59.2% | +17.8% | +41.3% | +47.5% |
| 5Y | +25.0% | -20.2% | +45.2% | +36.1% |
| All | +25.0% | -21.9% | +46.9% | +36.1% |
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