+54.1%
T vs PFE
+45.6%
+8.6%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.0% |
| 7D | +1.7% | -4.7% | +6.4% | +3.2% |
| 30D | -1.7% | +3.4% | -5.1% | -2.7% |
| 3M | -7.3% | +9.2% | -16.6% | -9.9% |
| 6M | -11.2% | +15.8% | -27.0% | -15.3% |
| YTD | -8.1% | +23.4% | -31.5% | -14.4% |
| 1Y | -8.0% | +25.8% | -33.8% | -15.0% |
| 3Y | +62.1% | +17.8% | +44.3% | +50.4% |
| 5Y | +55.7% | -20.2% | +75.9% | +60.9% |
| 10Y | +54.1% | +49.6% | +4.5% | +21.1% |
| All | +54.1% | +45.6% | +8.6% | +21.1% |
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 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