+112.1%
PFE vs ALNY
+4,163.9%
-4,051.9%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.3% | -0.1% | -2.1% |
| 7D | -2.7% | +5.7% | -8.3% | -3.2% |
| 30D | +3.8% | +18.7% | -14.8% | +2.1% |
| 3M | +10.4% | -11.0% | +21.3% | +10.9% |
| 6M | +6.3% | -18.9% | +25.1% | +7.6% |
| YTD | +17.4% | -34.6% | +52.0% | +21.1% |
| 1Y | +21.1% | -42.8% | +64.0% | +26.5% |
| 3Y | -1.6% | +29.1% | -30.7% | -6.7% |
| 5Y | -22.2% | +39.6% | -61.8% | -28.5% |
| 10Y | +32.9% | +253.8% | -220.9% | +3.1% |
| All | +112.1% | +4,163.9% | -4,051.9% | +23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALNY.
Daily Out/Under-Performance
Portfolio return minus ALNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALNY 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 ALNY 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