+13.8%
ORCL vs PFE
+19.5%
-5.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.4% |
| 7D | +8.0% | -1.7% | +9.7% | +8.0% |
| 30D | -4.0% | +0.3% | -4.3% | -4.0% |
| 3M | -19.5% | +9.4% | -28.8% | -19.9% |
| 6M | -33.5% | +14.9% | -48.4% | -34.1% |
| YTD | -34.8% | +23.8% | -58.6% | -35.8% |
| 1Y | -41.6% | +19.5% | -61.1% | -42.3% |
| 3Y | +13.8% | +21.0% | -7.3% | +7.5% |
| All | +13.8% | +19.5% | -5.8% | +7.5% |
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