+1,046.2%
PLTR vs PFE
-4.1%
+1,050.2%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.2% | -3.2% | -4.2% |
| 7D | -6.4% | +1.8% | -8.2% | -6.8% |
| 30D | +10.0% | +10.2% | -0.2% | +7.7% |
| 3M | +23.0% | +12.7% | +10.3% | +19.7% |
| 6M | +13.8% | +10.5% | +3.3% | +11.0% |
| YTD | -1.9% | +20.2% | -22.1% | -6.6% |
| 1Y | +11.6% | +24.1% | -12.4% | +4.8% |
| All | +1,046.2% | -4.1% | +1,050.2% | +960.8% |
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 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