+244.8%
ORCL vs PFE
+61.4%
+183.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.5% | +1.3% |
| 7D | -11.2% | -3.7% | -7.4% | -10.2% |
| 30D | -18.8% | +5.0% | -23.8% | -20.3% |
| 3M | -18.8% | +12.2% | -31.0% | -22.0% |
| 6M | -39.7% | +14.6% | -54.3% | -42.7% |
| YTD | -39.6% | +24.1% | -63.8% | -44.2% |
| 1Y | -51.7% | +26.6% | -78.3% | -55.8% |
| 3Y | +10.2% | +14.3% | -4.1% | +2.0% |
| 5Y | +30.8% | -21.9% | +52.7% | +38.0% |
| All | +244.8% | +61.4% | +183.4% | +151.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling