+79.7%
SPY vs PFE
+0.1%
+79.6%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.9% | -0.2% |
| 7D | +0.1% | +1.8% | -1.6% | -0.1% |
| 30D | +0.1% | +10.2% | -10.2% | -1.4% |
| 3M | +2.0% | +12.7% | -10.7% | +0.2% |
| 6M | +13.0% | +10.5% | +2.5% | +11.3% |
| YTD | +13.5% | +20.2% | -6.6% | +10.3% |
| 1Y | +20.0% | +24.1% | -4.1% | +15.7% |
| All | +79.7% | +0.1% | +79.6% | +75.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling