+45.3%
PFE vs ETSY
+184.8%
-139.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.0% | -2.1% |
| 7D | -2.1% | -3.5% | +1.4% | -1.9% |
| 30D | +3.1% | +11.4% | -8.3% | +2.3% |
| 3M | +11.2% | +10.9% | +0.3% | +10.2% |
| 6M | +15.0% | +53.5% | -38.5% | +11.3% |
| YTD | +23.5% | +59.3% | -35.7% | +18.7% |
| 1Y | +18.9% | +38.2% | -19.3% | +15.3% |
| 3Y | +18.7% | +39.6% | -20.9% | +13.3% |
| 5Y | -24.0% | -67.6% | +43.5% | -22.2% |
| 10Y | +47.5% | +653.3% | -605.8% | +17.6% |
| All | +45.3% | +184.8% | -139.5% | +17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ETSY.
Daily Out/Under-Performance
Portfolio return minus ETSY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETSY 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 ETSY 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