-41.6%
ORCL vs PFE
+18.8%
-60.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.3% |
| 7D | +8.0% | -1.7% | +9.7% | +7.6% |
| 30D | -4.0% | +0.3% | -4.3% | -3.9% |
| 3M | -19.5% | +9.4% | -28.8% | -18.8% |
| 6M | -33.5% | +14.9% | -48.4% | -32.8% |
| YTD | -34.8% | +23.8% | -58.6% | -32.8% |
| 1Y | -41.6% | +19.5% | -61.1% | -40.3% |
| All | -41.6% | +18.8% | -60.4% | -40.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling