-0.7%
PFE vs HCA
+57.7%
-58.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.9% | -5.0% | -0.7% |
| 7D | -4.3% | +4.9% | -9.2% | -4.9% |
| 30D | +2.7% | +1.9% | +0.8% | +2.4% |
| 3M | +10.0% | +12.7% | -2.8% | +8.1% |
| 6M | +7.2% | -22.3% | +29.5% | +10.1% |
| YTD | +17.3% | -9.3% | +26.7% | +17.6% |
| 1Y | +20.3% | +2.7% | +17.6% | +18.3% |
| All | -0.7% | +57.7% | -58.4% | -8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HCA.
Daily Out/Under-Performance
Portfolio return minus HCA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HCA 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 3y: compounded portfolio wealth divided by compounded HCA 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…
3y analysis · Full analysis span regression · 6 months rolling