+135.3%
PFE vs NDAQ
+2,327.9%
-2,192.6%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.6% | -0.9% |
| 7D | +1.8% | -2.4% | +4.2% | +2.2% |
| 30D | +10.2% | +2.5% | +7.8% | +9.6% |
| 3M | +12.7% | +9.9% | +2.8% | +10.3% |
| 6M | +10.5% | +9.4% | +1.1% | +8.2% |
| YTD | +20.2% | +0.4% | +19.7% | +19.4% |
| 1Y | +24.1% | +4.0% | +20.0% | +22.2% |
| 3Y | -3.6% | +94.4% | -98.0% | -16.9% |
| 5Y | -20.9% | +56.7% | -77.6% | -29.6% |
| 10Y | +35.8% | +375.3% | -339.5% | -3.5% |
| All | +135.3% | +2,327.9% | -2,192.6% | +46.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 NDAQ 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