+1,570.9%
QQQ vs PFE
+77.0%
+1,494.0%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.6% |
| 7D | +0.4% | +1.8% | -1.4% | -0.3% |
| 30D | +0.2% | +10.2% | -10.0% | -3.3% |
| 3M | -2.8% | +12.7% | -15.5% | -7.2% |
| 6M | +18.0% | +10.5% | +7.5% | +13.3% |
| YTD | +17.3% | +20.2% | -2.8% | +9.1% |
| 1Y | +25.6% | +24.1% | +1.5% | +14.8% |
| 3Y | +93.7% | -3.6% | +97.3% | +89.8% |
| 5Y | +94.2% | -20.9% | +115.0% | +99.7% |
| 10Y | +557.9% | +35.8% | +522.0% | +432.8% |
| All | +1,570.9% | +77.0% | +1,494.0% | +897.5% |
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