+1,527.5%
META vs PFE
+141.6%
+1,385.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.4% |
| 7D | +6.7% | +1.8% | +5.0% | +6.1% |
| 30D | +4.8% | +10.2% | -5.5% | +1.5% |
| 3M | -1.6% | +12.7% | -14.3% | -5.5% |
| 6M | -7.5% | +10.5% | -18.0% | -10.6% |
| YTD | -6.4% | +20.2% | -26.6% | -12.2% |
| 1Y | -17.3% | +24.1% | -41.4% | -23.7% |
| 3Y | +109.9% | -3.6% | +113.5% | +107.5% |
| 5Y | +65.4% | -20.9% | +86.2% | +72.9% |
| 10Y | +391.8% | +35.8% | +356.0% | +283.5% |
| All | +1,527.5% | +141.6% | +1,385.8% | +928.9% |
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