+91.4%
ORCL vs PFE
-21.1%
+112.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.2% | +4.3% | +3.3% |
| 7D | +5.3% | +1.8% | +3.5% | +5.0% |
| 30D | +10.0% | +10.2% | -0.3% | +8.3% |
| 3M | -32.6% | +12.7% | -45.3% | -33.9% |
| 6M | +4.9% | +10.5% | -5.6% | +3.2% |
| YTD | -17.8% | +20.2% | -37.9% | -20.3% |
| 1Y | -28.0% | +24.1% | -52.1% | -30.9% |
| 3Y | +36.0% | -3.6% | +39.6% | +36.1% |
| All | +91.4% | -21.1% | +112.6% | +118.9% |
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