+1,735.1%
PLTR vs PFE
+12.1%
+1,723.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.2% | -3.2% | -4.3% |
| 7D | -6.4% | +1.8% | -8.2% | -6.7% |
| 30D | +10.0% | +10.2% | -0.2% | +8.2% |
| 3M | +23.0% | +12.7% | +10.3% | +20.5% |
| 6M | +13.8% | +10.5% | +3.3% | +11.7% |
| YTD | -1.9% | +20.2% | -22.1% | -5.3% |
| 1Y | +11.6% | +24.1% | -12.4% | +6.8% |
| 3Y | +1,048.4% | -3.6% | +1,052.0% | +1,014.8% |
| 5Y | +554.4% | -20.9% | +575.3% | +551.3% |
| All | +1,735.1% | +12.1% | +1,723.0% | +1,695.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling