-21.4%
PFE vs EBAY
+53.1%
-74.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EBAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.1% |
| 7D | -4.3% | -3.0% | -1.3% | -3.9% |
| 30D | +2.7% | -3.6% | +6.3% | +3.2% |
| 3M | +10.0% | -4.4% | +14.4% | +10.5% |
| 6M | +7.2% | +12.1% | -4.9% | +5.0% |
| YTD | +17.3% | +19.9% | -2.6% | +13.5% |
| 1Y | +20.3% | +13.4% | +6.9% | +16.9% |
| 3Y | -1.6% | +150.5% | -152.1% | -18.1% |
| 5Y | -21.4% | +54.8% | -76.2% | -36.8% |
| All | -21.4% | +53.1% | -74.5% | -36.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EBAY.
Daily Out/Under-Performance
Portfolio return minus EBAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EBAY 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 5y: compounded portfolio wealth divided by compounded EBAY 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…
5y analysis · Full analysis span regression · 6 months rolling