+21.1%
PFE vs ALAB
+490.6%
-469.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +9.8% | -11.0% | -1.1% |
| 7D | +1.8% | +7.2% | -5.5% | +1.9% |
| 30D | +10.2% | -2.5% | +12.8% | +10.2% |
| 3M | +12.7% | -13.3% | +26.0% | +12.7% |
| 6M | +10.5% | +172.8% | -162.3% | +11.6% |
| YTD | +20.2% | +86.6% | -66.4% | +21.0% |
| 1Y | +24.1% | +65.2% | -41.1% | +24.9% |
| All | +21.1% | +490.6% | -469.5% | +19.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling