+3,280.0%
PFE vs HON
+5,695.7%
-2,415.8%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.2% | -1.5% |
| 7D | +1.8% | -3.6% | +5.3% | +2.7% |
| 30D | +10.2% | -15.3% | +25.5% | +15.1% |
| 3M | +12.7% | -7.9% | +20.6% | +14.6% |
| 6M | +10.5% | -18.1% | +28.6% | +15.9% |
| YTD | +20.2% | +3.8% | +16.3% | +17.9% |
| 1Y | +24.1% | +0.5% | +23.6% | +22.7% |
| 3Y | -3.6% | +19.8% | -23.3% | -9.8% |
| 5Y | -20.9% | +2.9% | -23.8% | -23.5% |
| 10Y | +35.8% | +134.6% | -98.8% | +3.4% |
| All | +3,280.0% | +5,695.7% | -2,415.8% | +1,060.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling