+72.2%
V vs PFE
-21.1%
+93.3%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.3% | -0.7% |
| 7D | -1.7% | +1.8% | -3.5% | -2.1% |
| 30D | +2.0% | +10.2% | -8.3% | -0.1% |
| 3M | +17.4% | +12.7% | +4.7% | +14.4% |
| 6M | +17.5% | +10.5% | +7.0% | +14.9% |
| YTD | +7.6% | +20.2% | -12.6% | +3.2% |
| 1Y | +7.7% | +24.1% | -16.3% | +2.4% |
| 3Y | +54.7% | -3.6% | +58.2% | +53.9% |
| All | +72.2% | -21.1% | +93.3% | +82.0% |
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