+10.2%
ORCL vs PFE
+13.8%
-3.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.5% | +0.8% |
| 7D | -11.2% | -3.7% | -7.4% | -11.1% |
| 30D | -18.8% | +5.0% | -23.8% | -19.0% |
| 3M | -18.8% | +12.2% | -31.0% | -19.3% |
| 6M | -39.7% | +14.6% | -54.3% | -40.2% |
| YTD | -39.6% | +24.1% | -63.8% | -40.5% |
| 1Y | -51.7% | +26.6% | -78.3% | -52.6% |
| 3Y | +10.2% | +14.3% | -4.1% | +2.8% |
| All | +10.2% | +13.8% | -3.6% | +2.8% |
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