+14.8%
SPY vs PFE
+35.1%
-20.3%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.6% | -1.0% | +1.4% |
| 7D | -0.7% | +4.6% | -5.3% | -1.1% |
| 30D | -1.0% | +12.3% | -13.4% | -2.1% |
| 3M | -0.3% | +21.2% | -21.5% | -2.2% |
| 6M | +7.3% | +21.1% | -13.7% | +5.5% |
| YTD | +13.3% | +30.0% | -16.7% | +10.2% |
| 1Y | +14.8% | +35.6% | -20.8% | +10.9% |
| All | +14.8% | +35.1% | -20.3% | +10.9% |
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