-33.3%
TLT vs PFE
-21.1%
-12.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.3% |
| 7D | -0.4% | +1.8% | -2.2% | -0.6% |
| 30D | -0.6% | +10.2% | -10.8% | -1.3% |
| 3M | -2.7% | +12.7% | -15.4% | -3.6% |
| 6M | -5.6% | +10.5% | -16.2% | -6.4% |
| YTD | -2.8% | +20.2% | -22.9% | -4.1% |
| 1Y | -1.4% | +24.1% | -25.5% | -3.1% |
| 3Y | -1.6% | -3.6% | +2.0% | -2.1% |
| All | -33.3% | -21.1% | -12.1% | -31.2% |
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