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  • PFE vs RIG✓SelectedUSD · RIGPFE vs RIG performance historyLatest closeAs of-0.54%11/09
Stock and ETF performance explorer

PFE vs RIG

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+1,470.3%
RIG return
-47.2%
Excess return
+1,517.5%
Maximum drawdown
-69.3%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioRIGExcessAlpha
1D-0.5%-1.3%+0.8%-0.4%
7D-4.7%-17.0%+12.3%-3.4%
30D+3.4%-6.2%+9.5%+3.7%
3M+9.2%-1.7%+10.9%+9.0%
6M+15.8%-19.2%+35.0%+17.1%
YTD+23.4%+25.2%-1.7%+20.2%
1Y+25.8%+29.9%-4.1%+22.1%
3Y+17.8%-21.3%+39.2%+16.1%
5Y-20.2%+40.5%-60.7%-27.7%
10Y+49.6%-49.6%+99.2%+27.5%
All+1,470.3%-47.2%+1,517.5%+1,301.3%

Cumulative growth

Daily Returns

Daily percentage return beside RIG.

Daily Out/Under-Performance

Portfolio return minus RIG return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × RIG 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 RIG 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