+197.0%
PFE vs HCA
+1,648.5%
-1,451.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -1.1% |
| 7D | +1.8% | -3.1% | +4.8% | +2.3% |
| 30D | +10.2% | -1.1% | +11.4% | +10.4% |
| 3M | +12.7% | +12.2% | +0.5% | +10.1% |
| 6M | +10.5% | -25.3% | +35.9% | +16.0% |
| YTD | +20.2% | -12.9% | +33.1% | +22.3% |
| 1Y | +24.1% | -0.9% | +25.0% | +23.1% |
| 3Y | -3.6% | +47.6% | -51.2% | -12.2% |
| 5Y | -20.9% | +67.0% | -87.8% | -30.9% |
| 10Y | +35.8% | +471.4% | -435.6% | -8.4% |
| All | +197.0% | +1,648.5% | -1,451.6% | +59.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling