+57.8%
T vs PFE
-23.9%
+81.7%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | +2.5% | -1.7% | +4.2% | +2.9% |
| 30D | -3.8% | +0.3% | -4.1% | -3.8% |
| 3M | -8.7% | +9.4% | -18.1% | -10.3% |
| 6M | -8.1% | +14.9% | -23.0% | -10.6% |
| YTD | -6.4% | +23.8% | -30.2% | -10.6% |
| 1Y | -9.8% | +19.5% | -29.3% | -13.2% |
| 3Y | +65.5% | +21.0% | +44.5% | +57.3% |
| All | +57.8% | -23.9% | +81.7% | +65.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling