+15,172.7%
INTC vs PFE
+3,346.7%
+11,826.0%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.2% | +5.8% | +5.0% |
| 7D | +7.1% | +1.8% | +5.3% | +6.3% |
| 30D | -5.2% | +10.2% | -15.4% | -8.8% |
| 3M | -14.3% | +12.7% | -27.0% | -18.7% |
| 6M | +110.2% | +10.5% | +99.6% | +100.6% |
| YTD | +159.6% | +20.2% | +139.5% | +139.7% |
| 1Y | +289.3% | +24.1% | +265.2% | +253.6% |
| 3Y | +166.1% | -3.6% | +169.6% | +162.0% |
| 5Y | +94.4% | -20.9% | +115.2% | +101.5% |
| 10Y | +227.7% | +35.8% | +191.9% | +172.3% |
| All | +15,172.7% | +3,346.7% | +11,826.0% | +3,749.8% |
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