+1,681.1%
PLTR vs PFE
+15.2%
+1,665.9%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.5% | +6.0% | +5.6% |
| 7D | -5.1% | -4.7% | -0.4% | -4.4% |
| 30D | -19.1% | +3.4% | -22.4% | -19.6% |
| 3M | -1.6% | +9.2% | -10.9% | -3.2% |
| 6M | +22.8% | +15.8% | +7.0% | +19.6% |
| YTD | -4.8% | +23.4% | -28.3% | -8.6% |
| 1Y | -4.9% | +25.8% | -30.7% | -9.1% |
| 3Y | +826.1% | +17.8% | +808.3% | +775.5% |
| 5Y | +597.7% | -20.2% | +617.9% | +589.6% |
| All | +1,681.1% | +15.2% | +1,665.9% | +1,633.8% |
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