+116.1%
PG vs PFE
+35.4%
+80.8%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.4% | +1.5% |
| 7D | -0.8% | -2.6% | +1.8% | -0.1% |
| 30D | +0.8% | +5.4% | -4.5% | -0.7% |
| 3M | -1.3% | +7.8% | -9.1% | -3.5% |
| 6M | -3.8% | +5.0% | -8.8% | -5.3% |
| YTD | +3.6% | +17.1% | -13.4% | -1.1% |
| 1Y | -5.7% | +19.3% | -25.1% | -10.8% |
| 3Y | +1.6% | -0.9% | +2.5% | 0.0% |
| 5Y | +14.6% | -20.8% | +35.4% | +18.4% |
| All | +116.1% | +35.4% | +80.8% | +88.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling