+33,471.1%
ORCL vs PFE
+3,346.7%
+30,124.4%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.2% | +4.3% | +3.5% |
| 7D | +5.3% | +1.8% | +3.5% | +4.5% |
| 30D | +10.0% | +10.2% | -0.3% | +6.0% |
| 3M | -32.6% | +12.7% | -45.3% | -35.7% |
| 6M | +4.9% | +10.5% | -5.6% | +0.6% |
| YTD | -17.8% | +20.2% | -37.9% | -23.8% |
| 1Y | -28.0% | +24.1% | -52.1% | -34.5% |
| 3Y | +36.0% | -3.6% | +39.6% | +32.7% |
| 5Y | +88.7% | -20.9% | +109.6% | +94.0% |
| 10Y | +346.9% | +35.8% | +311.1% | +263.0% |
| All | +33,471.1% | +3,346.7% | +30,124.4% | +7,655.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling