+24.0%
QQQ vs PFE
+21.1%
+2.9%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.2% | -0.3% |
| 7D | +1.0% | -4.3% | +5.3% | +1.1% |
| 30D | -0.6% | +2.7% | -3.3% | -0.7% |
| 3M | +1.3% | +10.0% | -8.7% | +1.2% |
| 6M | +18.1% | +7.2% | +11.0% | +18.3% |
| YTD | +16.9% | +17.3% | -0.4% | +16.2% |
| 1Y | +24.0% | +20.3% | +3.7% | +23.1% |
| All | +24.0% | +21.1% | +2.9% | +23.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling