-5.3%
PG vs PFE
+22.9%
-28.2%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | -0.1% |
| 7D | +1.9% | +1.8% | +0.1% | +1.5% |
| 30D | -0.2% | +10.2% | -10.5% | -2.4% |
| 3M | +4.8% | +12.7% | -7.9% | +1.9% |
| 6M | -6.1% | +10.5% | -16.6% | -8.4% |
| YTD | +4.5% | +20.2% | -15.7% | +0.9% |
| 1Y | -5.3% | +24.1% | -29.4% | -8.9% |
| All | -5.3% | +22.9% | -28.2% | -8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PFE.
Daily Out/Under-Performance
Portfolio return minus PFE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFE 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 PFE 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