+53.2%
PFE vs KHC
-42.1%
+95.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.8% | +1.2% | -0.9% |
| 7D | -3.7% | +1.1% | -4.8% | -4.0% |
| 30D | +5.0% | +12.0% | -7.0% | +1.9% |
| 3M | +12.2% | +0.2% | +12.0% | +12.0% |
| 6M | +14.6% | +10.3% | +4.2% | +11.1% |
| YTD | +24.1% | +6.7% | +17.4% | +21.0% |
| 1Y | +26.6% | +10.9% | +15.7% | +22.1% |
| 3Y | +14.3% | -12.6% | +26.9% | +16.5% |
| 5Y | -21.9% | -16.3% | -5.6% | -20.4% |
| 10Y | +62.6% | -53.2% | +115.9% | +68.1% |
| All | +53.2% | -42.1% | +95.3% | +43.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KHC.
Daily Out/Under-Performance
Portfolio return minus KHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KHC 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 KHC 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