-9.1%
T vs PFE
+22.9%
-32.0%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -1.8% |
| 7D | -1.3% | +1.8% | -3.0% | -1.5% |
| 30D | +11.4% | +10.2% | +1.1% | +10.0% |
| 3M | +14.3% | +12.7% | +1.6% | +12.4% |
| 6M | -9.3% | +10.5% | -19.8% | -10.8% |
| YTD | +7.1% | +20.2% | -13.1% | +4.0% |
| 1Y | -9.1% | +24.1% | -33.2% | -11.2% |
| All | -9.1% | +22.9% | -32.0% | -11.2% |
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