+137.9%
PFE vs EBAY
+14,515.1%
-14,377.2%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EBAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | +0.1% |
| 7D | -1.7% | -0.9% | -0.8% | -1.6% |
| 30D | +0.3% | +3.5% | -3.1% | -0.1% |
| 3M | +9.4% | +16.0% | -6.6% | +7.5% |
| 6M | +14.9% | +7.6% | +7.3% | +13.7% |
| YTD | +23.8% | +40.1% | -16.3% | +18.5% |
| 1Y | +19.5% | +45.0% | -25.5% | +13.9% |
| 3Y | +21.0% | +228.1% | -207.1% | +4.0% |
| 5Y | -23.9% | +78.6% | -102.5% | -30.7% |
| 10Y | +47.8% | +378.8% | -330.9% | +18.9% |
| All | +137.9% | +14,515.1% | -14,377.2% | +26.3% |
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