+67.7%
T vs PFE
-21.1%
+88.8%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -1.7% |
| 7D | -1.3% | +1.8% | -3.0% | -1.6% |
| 30D | +11.4% | +10.2% | +1.1% | +9.3% |
| 3M | +14.3% | +12.7% | +1.6% | +11.6% |
| 6M | -9.3% | +10.5% | -19.8% | -11.2% |
| YTD | +7.1% | +20.2% | -13.1% | +3.0% |
| 1Y | -9.1% | +24.1% | -33.2% | -13.4% |
| 3Y | +105.3% | -3.6% | +108.9% | +104.4% |
| All | +67.7% | -21.1% | +88.8% | +65.8% |
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