+131.2%
TLT vs PFE
+159.9%
-28.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.1% |
| 7D | -0.4% | +1.8% | -2.2% | -0.3% |
| 30D | -0.6% | +10.2% | -10.8% | +0.3% |
| 3M | -2.7% | +12.7% | -15.4% | -1.6% |
| 6M | -5.6% | +10.5% | -16.2% | -4.7% |
| YTD | -2.8% | +20.2% | -22.9% | -1.0% |
| 1Y | -1.4% | +24.1% | -25.5% | +0.8% |
| 3Y | -1.6% | -3.6% | +2.0% | -1.8% |
| 5Y | -33.8% | -20.9% | -13.0% | -34.9% |
| 10Y | -21.1% | +35.8% | -57.0% | -14.1% |
| All | +131.2% | +159.9% | -28.7% | +193.6% |
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