+21.0%
PFE vs RKT
+75.2%
-54.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -1.7% | -9.0% | +7.3% | -1.1% |
| 30D | +0.3% | +30.2% | -29.9% | -1.5% |
| 3M | +9.4% | -8.8% | +18.2% | +9.8% |
| 6M | +14.9% | -0.9% | +15.8% | +14.4% |
| YTD | +23.8% | -29.2% | +53.0% | +25.5% |
| 1Y | +19.5% | -20.1% | +39.6% | +19.8% |
| 3Y | +21.0% | +81.3% | -60.3% | +26.9% |
| All | +21.0% | +75.2% | -54.2% | +26.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling