Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • PFE vs ADP✓SelectedUSD · ADPPFE vs ADP performance historyLatest closeAs of-1.25%09/04
Stock and ETF performance explorer

PFE vs ADP

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+35.6%
ADP return
+285.0%
Excess return
-249.4%
Maximum drawdown
-59.0%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioADPExcessAlpha
1D-1.2%-2.1%+0.8%-0.6%
7D+1.8%-3.4%+5.2%+2.9%
30D+10.2%+2.8%+7.4%+9.2%
3M+12.7%+20.9%-8.3%+5.5%
6M+10.5%+29.9%-19.3%+0.5%
YTD+20.2%+9.6%+10.5%+15.7%
1Y+24.1%-5.3%+29.3%+25.6%
3Y-3.6%+16.5%-20.0%-10.1%
5Y-20.9%+49.4%-70.3%-33.8%
All+35.6%+285.0%-249.4%-15.2%

Cumulative growth

Daily Returns

Daily percentage return beside ADP.

Daily Out/Under-Performance

Portfolio return minus ADP return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × ADP 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 10y: compounded portfolio wealth divided by compounded ADP 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…

10y analysis · Full analysis span regression · 6 months rolling