+65.3%
T vs PFE
+32.9%
+32.4%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.0% | +0.4% |
| 7D | -1.5% | -2.7% | +1.1% | -0.7% |
| 30D | +7.6% | +3.8% | +3.8% | +6.3% |
| 3M | +15.3% | +10.4% | +4.9% | +11.7% |
| 6M | -8.5% | +6.3% | -14.7% | -10.5% |
| YTD | +6.8% | +17.4% | -10.6% | +1.0% |
| 1Y | -7.2% | +21.1% | -28.4% | -13.5% |
| 3Y | +108.2% | -1.6% | +109.8% | +105.3% |
| 5Y | +66.1% | -22.2% | +88.2% | +71.8% |
| 10Y | +65.3% | +32.9% | +32.4% | +36.9% |
| All | +65.3% | +32.9% | +32.4% | +36.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling