-20.7%
PFE vs RKT
-6.6%
-14.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -1.2% |
| 7D | +1.8% | +2.1% | -0.4% | +1.6% |
| 30D | +10.2% | +1.4% | +8.8% | +10.0% |
| 3M | +12.7% | +6.3% | +6.4% | +11.8% |
| 6M | +10.5% | -15.5% | +26.0% | +11.2% |
| YTD | +20.2% | -27.4% | +47.5% | +21.9% |
| 1Y | +24.1% | -26.6% | +50.6% | +25.4% |
| 3Y | -3.6% | +41.2% | -44.8% | -8.8% |
| All | -20.7% | -6.6% | -14.1% | -36.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling