+9.2%
PFE vs RKT
+0.4%
+8.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.6% |
| 7D | -4.7% | +10.3% | -15.0% | -5.1% |
| 30D | +3.4% | +32.3% | -29.0% | +2.0% |
| 3M | +9.2% | +10.7% | -1.5% | +8.6% |
| 6M | +15.8% | -3.2% | +19.0% | +15.6% |
| YTD | +23.4% | -21.5% | +45.0% | +23.9% |
| 1Y | +25.8% | -6.0% | +31.8% | +25.2% |
| 3Y | +17.8% | +104.2% | -86.4% | +13.6% |
| 5Y | -20.2% | +2.5% | -22.7% | -23.7% |
| All | +9.2% | +0.4% | +8.7% | +2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RKT.
Daily Out/Under-Performance
Portfolio return minus RKT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RKT 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 10y: compounded portfolio wealth divided by compounded RKT 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…
10y analysis · Full analysis span regression · 6 months rolling