+21.1%
PFE vs RKT
-31.9%
+53.0%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.8% | -0.5% | -2.2% |
| 7D | -2.7% | +6.0% | -8.6% | -3.0% |
| 30D | +3.8% | +0.7% | +3.2% | +3.8% |
| 3M | +10.4% | +11.8% | -1.5% | +9.3% |
| 6M | +6.3% | -7.6% | +13.9% | +6.5% |
| YTD | +17.4% | -28.7% | +46.0% | +18.5% |
| 1Y | +21.1% | -32.6% | +53.7% | +22.6% |
| All | +21.1% | -31.9% | +53.0% | +22.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling