+29.8%
ORCL vs PFE
-19.8%
+49.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -3.0% | -4.0% | -6.5% |
| 7D | -17.5% | -0.2% | -17.2% | -17.5% |
| 30D | -20.2% | +8.7% | -28.8% | -21.2% |
| 3M | -19.9% | +15.8% | -35.7% | -21.9% |
| 6M | -37.4% | +16.8% | -54.3% | -39.1% |
| YTD | -40.1% | +26.2% | -66.3% | -42.6% |
| 1Y | -53.4% | +29.9% | -83.3% | -55.6% |
| 3Y | +10.4% | +15.9% | -5.5% | +6.0% |
| 5Y | +29.8% | -20.6% | +50.4% | +43.1% |
| All | +29.8% | -19.8% | +49.5% | +43.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling