-0.3%
PG vs PFE
-1.6%
+1.4%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -3.4% | -4.3% | +0.9% | -2.7% |
| 30D | -2.6% | +2.7% | -5.3% | -3.0% |
| 3M | -3.3% | +10.0% | -13.3% | -4.9% |
| 6M | -6.7% | +7.2% | -13.9% | -7.9% |
| YTD | +1.7% | +17.3% | -15.6% | -0.8% |
| 1Y | -7.9% | +20.3% | -28.2% | -10.6% |
| All | -0.3% | -1.6% | +1.4% | -5.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling