+62.8%
META vs PFE
-21.1%
+83.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.2% |
| 7D | +6.7% | +1.8% | +5.0% | +6.4% |
| 30D | +4.8% | +10.2% | -5.5% | +3.0% |
| 3M | -1.6% | +12.7% | -14.3% | -3.7% |
| 6M | -7.5% | +10.5% | -18.0% | -9.1% |
| YTD | -6.4% | +20.2% | -26.6% | -9.5% |
| 1Y | -17.3% | +24.1% | -41.4% | -20.9% |
| 3Y | +109.9% | -3.6% | +113.5% | +111.2% |
| All | +62.8% | -21.1% | +83.9% | +77.8% |
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 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