-1.6%
PFE vs HSY
-9.5%
+7.9%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.1% | -2.4% | -2.3% |
| 7D | -2.7% | -1.6% | -1.1% | -2.3% |
| 30D | +3.8% | -4.2% | +8.1% | +4.8% |
| 3M | +10.4% | -0.7% | +11.1% | +10.4% |
| 6M | +6.3% | -21.8% | +28.0% | +11.7% |
| YTD | +17.4% | -2.7% | +20.0% | +16.9% |
| 1Y | +21.1% | -4.8% | +26.0% | +21.2% |
| 3Y | -1.6% | -9.4% | +7.8% | -6.5% |
| All | -1.6% | -9.5% | +7.9% | -6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HSY.
Daily Out/Under-Performance
Portfolio return minus HSY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HSY 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 HSY 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