-12.5%
TLT vs PFE
+45.6%
-58.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.6% | 0.0% |
| 7D | +0.3% | -4.7% | +5.0% | +0.2% |
| 30D | +5.1% | +3.4% | +1.7% | +5.2% |
| 3M | -0.2% | +9.2% | -9.4% | +0.1% |
| 6M | -2.9% | +15.8% | -18.7% | -2.5% |
| YTD | -2.7% | +23.4% | -26.1% | -2.1% |
| 1Y | -4.6% | +25.8% | -30.4% | -3.9% |
| 3Y | +6.1% | +17.8% | -11.8% | +6.6% |
| 5Y | -35.1% | -20.2% | -15.0% | -35.9% |
| 10Y | -12.5% | +49.6% | -62.1% | -2.9% |
| All | -12.5% | +45.6% | -58.0% | -2.9% |
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