+1,481.8%
QQQ vs PFE
+82.3%
+1,399.5%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.3% |
| 7D | +3.6% | -1.7% | +5.3% | +4.2% |
| 30D | -6.7% | +0.3% | -7.1% | -6.9% |
| 3M | -7.0% | +9.4% | -16.4% | -10.2% |
| 6M | -4.7% | +14.9% | -19.6% | -9.8% |
| YTD | +11.1% | +23.8% | -12.7% | +2.0% |
| 1Y | +12.3% | +19.5% | -7.2% | +4.3% |
| 3Y | +83.3% | +21.0% | +62.3% | +64.9% |
| 5Y | +77.5% | -23.9% | +101.4% | +86.1% |
| 10Y | +528.3% | +47.8% | +480.4% | +393.1% |
| All | +1,481.8% | +82.3% | +1,399.5% | +832.5% |
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