-20.2%
PFE vs HON
+13.8%
-33.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.1% | -4.6% | -1.7% |
| 7D | -4.7% | +2.3% | -7.0% | -5.3% |
| 30D | +3.4% | +10.2% | -6.9% | +0.5% |
| 3M | +9.2% | -6.7% | +15.9% | +11.2% |
| 6M | +15.8% | +3.3% | +12.5% | +13.6% |
| YTD | +23.4% | +13.4% | +10.0% | +17.2% |
| 1Y | +25.8% | +14.7% | +11.1% | +19.0% |
| 3Y | +17.8% | +33.4% | -15.6% | +5.2% |
| 5Y | -20.2% | +12.7% | -32.9% | -36.7% |
| All | -20.2% | +13.8% | -33.9% | -36.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HON.
Daily Out/Under-Performance
Portfolio return minus HON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HON 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 5y: compounded portfolio wealth divided by compounded HON 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…
5y analysis · Full analysis span regression · 6 months rolling