+1,588.2%
PLTR vs PFE
+15.8%
+1,572.4%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.6% | +5.1% | +3.7% |
| 7D | -12.9% | -3.7% | -9.2% | -12.3% |
| 30D | -17.4% | +5.0% | -22.3% | -18.1% |
| 3M | +2.9% | +12.2% | -9.3% | +0.8% |
| 6M | +19.9% | +14.6% | +5.3% | +17.0% |
| YTD | -9.8% | +24.1% | -33.9% | -13.4% |
| 1Y | -8.4% | +26.6% | -34.9% | -12.5% |
| 3Y | +765.0% | +14.3% | +750.7% | +720.9% |
| 5Y | +516.8% | -21.9% | +538.8% | +510.3% |
| All | +1,588.2% | +15.8% | +1,572.4% | +1,542.0% |
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