+130.9%
PFE vs EBAY
+12,398.7%
-12,267.8%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EBAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.1% | -1.0% |
| 7D | +1.8% | -2.1% | +3.8% | +2.0% |
| 30D | +10.2% | -6.7% | +16.9% | +11.0% |
| 3M | +12.7% | -5.0% | +17.7% | +13.2% |
| 6M | +10.5% | +14.6% | -4.1% | +8.5% |
| YTD | +20.2% | +19.8% | +0.3% | +17.1% |
| 1Y | +24.1% | +12.6% | +11.5% | +21.4% |
| 3Y | -3.6% | +141.0% | -144.5% | -14.1% |
| 5Y | -20.9% | +47.5% | -68.4% | -26.4% |
| 10Y | +35.8% | +263.3% | -227.4% | +12.5% |
| All | +130.9% | +12,398.7% | -12,267.8% | +24.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling