+1,579.9%
T vs PFE
+3,460.6%
-1,880.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.8% | -0.4% |
| 7D | +1.0% | -3.7% | +4.7% | +2.1% |
| 30D | -10.6% | +5.0% | -15.6% | -11.9% |
| 3M | -7.7% | +12.2% | -19.9% | -11.0% |
| 6M | -13.3% | +14.6% | -27.9% | -16.9% |
| YTD | -8.8% | +24.1% | -32.9% | -14.9% |
| 1Y | -8.4% | +26.6% | -35.0% | -15.2% |
| 3Y | +59.6% | +14.3% | +45.3% | +49.9% |
| 5Y | +52.1% | -21.9% | +74.0% | +57.4% |
| 10Y | +56.9% | +62.6% | -5.8% | +27.1% |
| All | +1,579.9% | +3,460.6% | -1,880.7% | +497.3% |
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