+10.6%
ORCL vs PFE
+14.7%
-4.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.5% | +3.7% | +3.2% |
| 7D | +0.5% | -4.7% | +5.2% | +0.6% |
| 30D | -15.3% | +3.4% | -18.6% | -15.5% |
| 3M | -18.2% | +9.2% | -27.5% | -18.7% |
| 6M | -38.4% | +15.8% | -54.2% | -39.0% |
| YTD | -37.7% | +23.4% | -61.2% | -38.7% |
| 1Y | -49.3% | +25.8% | -75.1% | -50.2% |
| 3Y | +10.6% | +17.8% | -7.2% | +4.1% |
| All | +10.6% | +14.7% | -4.1% | +4.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling