+23.2%
PFE vs ALAB
+35.8%
-12.6%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +6.8% | -6.5% | +0.4% |
| 7D | -3.0% | +3.4% | -6.4% | -2.8% |
| 30D | +5.2% | -28.8% | +34.0% | +4.6% |
| 3M | +12.2% | -26.0% | +38.2% | +11.8% |
| 6M | +17.8% | +11.4% | +6.4% | +17.1% |
| YTD | +26.2% | +38.8% | -12.6% | +25.5% |
| 1Y | +23.2% | +37.8% | -14.6% | +22.4% |
| All | +23.2% | +35.8% | -12.6% | +22.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALAB.
Daily Out/Under-Performance
Portfolio return minus ALAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALAB 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 1y: compounded portfolio wealth divided by compounded ALAB 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…
1y analysis · Full analysis span regression · 6 months rolling