+78.3%
SPY vs PFE
+19.3%
+59.0%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.8% | -0.1% |
| 7D | +3.3% | -2.1% | +5.4% | +3.6% |
| 30D | -2.7% | +3.1% | -5.8% | -3.1% |
| 3M | -1.7% | +11.2% | -12.9% | -3.3% |
| 6M | +3.1% | +15.0% | -12.0% | +1.0% |
| YTD | +11.9% | +23.5% | -11.6% | +8.3% |
| 1Y | +12.0% | +18.9% | -6.9% | +9.0% |
| All | +78.3% | +19.3% | +59.0% | +68.9% |
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 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