+1,563.7%
META vs PFE
+161.5%
+1,402.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.6% | -1.2% | +0.6% |
| 7D | +2.9% | +4.6% | -1.7% | +1.4% |
| 30D | -15.1% | +12.3% | -27.4% | -18.2% |
| 3M | +7.2% | +21.2% | -13.9% | +0.7% |
| 6M | +3.4% | +21.1% | -17.7% | -3.0% |
| YTD | -4.3% | +30.0% | -34.3% | -12.5% |
| 1Y | +0.8% | +35.6% | -34.8% | -9.3% |
| 3Y | +102.2% | +19.5% | +82.7% | +85.0% |
| 5Y | +89.4% | -9.3% | +98.7% | +88.4% |
| 10Y | +426.7% | +70.4% | +356.3% | +272.4% |
| All | +1,563.7% | +161.5% | +1,402.2% | +924.4% |
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