+1,872.1%
T vs PFE
+3,346.7%
-1,474.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -1.6% |
| 7D | -1.3% | +1.8% | -3.0% | -1.8% |
| 30D | +11.4% | +10.2% | +1.1% | +8.1% |
| 3M | +14.3% | +12.7% | +1.6% | +10.2% |
| 6M | -9.3% | +10.5% | -19.8% | -12.2% |
| YTD | +7.1% | +20.2% | -13.1% | +0.9% |
| 1Y | -9.1% | +24.1% | -33.2% | -15.5% |
| 3Y | +105.3% | -3.6% | +108.9% | +102.7% |
| 5Y | +66.8% | -20.9% | +87.7% | +71.5% |
| 10Y | +66.8% | +35.8% | +30.9% | +42.6% |
| All | +1,872.1% | +3,346.7% | -1,474.6% | +608.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling