+93.4%
META vs PFE
+15.7%
+77.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.0% | -1.0% | -3.8% |
| 7D | -3.1% | -0.2% | -2.9% | -3.1% |
| 30D | -18.1% | +8.7% | -26.8% | -18.4% |
| 3M | +2.9% | +15.8% | -12.9% | +2.1% |
| 6M | +0.2% | +16.8% | -16.6% | -0.6% |
| YTD | -8.1% | +26.2% | -34.3% | -9.1% |
| 1Y | -4.5% | +29.9% | -34.5% | -5.7% |
| All | +93.4% | +15.7% | +77.7% | +83.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling