Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • PFE vs PCG✓SelectedUSD · PCGPFE vs PCG performance historyLatest closeAs of-1.25%09/04
Stock and ETF performance explorer

PFE vs PCG

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+3,280.0%
PCG return
+103.4%
Excess return
+3,176.6%
Maximum drawdown
-69.3%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioPCGExcessAlpha
1D-1.2%+2.4%-3.7%-1.5%
7D+1.8%-13.9%+15.6%+3.0%
30D+10.2%-16.9%+27.1%+12.0%
3M+12.7%-14.7%+27.4%+14.1%
6M+10.5%-23.8%+34.4%+13.2%
YTD+20.2%-10.5%+30.7%+20.9%
1Y+24.1%-5.1%+29.2%+24.0%
3Y-3.6%-11.6%+8.0%-3.4%
5Y-20.9%+59.0%-79.9%-26.2%
10Y+35.8%-75.7%+111.6%+41.1%
All+3,280.0%+103.4%+3,176.6%+1,674.6%

Cumulative growth

Daily Returns

Daily percentage return beside PCG.

Daily Out/Under-Performance

Portfolio return minus PCG return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × PCG 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 PCG 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