+131.3%
TLT vs PFE
+168.5%
-37.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | -0.2% |
| 7D | +0.1% | -3.7% | +3.8% | -0.2% |
| 30D | +6.2% | +5.0% | +1.2% | +6.7% |
| 3M | +0.1% | +12.2% | -12.1% | +1.2% |
| 6M | -3.0% | +14.6% | -17.5% | -1.7% |
| YTD | -2.7% | +24.1% | -26.9% | -0.6% |
| 1Y | -4.8% | +26.6% | -31.4% | -2.6% |
| 3Y | +6.9% | +14.3% | -7.4% | +8.7% |
| 5Y | -34.5% | -21.9% | -12.5% | -35.8% |
| 10Y | -17.3% | +62.6% | -79.9% | -7.7% |
| All | +131.3% | +168.5% | -37.2% | +194.7% |
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