+35.5%
ORCL vs PFE
-21.9%
+57.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.5% | +3.7% | +3.2% |
| 7D | +0.5% | -4.7% | +5.2% | +1.1% |
| 30D | -15.3% | +3.4% | -18.6% | -15.8% |
| 3M | -18.2% | +9.2% | -27.5% | -19.5% |
| 6M | -38.4% | +15.8% | -54.2% | -40.0% |
| YTD | -37.7% | +23.4% | -61.2% | -40.1% |
| 1Y | -49.3% | +25.8% | -75.1% | -51.5% |
| 3Y | +10.6% | +17.8% | -7.2% | +5.4% |
| 5Y | +35.5% | -20.2% | +55.7% | +51.2% |
| All | +35.5% | -21.9% | +57.4% | +51.2% |
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