+2,926.4%
V vs PFE
+221.5%
+2,705.0%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.3% | -0.4% |
| 7D | -1.7% | +1.8% | -3.5% | -2.5% |
| 30D | +2.0% | +10.2% | -8.3% | -2.7% |
| 3M | +17.4% | +12.7% | +4.7% | +10.7% |
| 6M | +17.5% | +10.5% | +7.0% | +11.5% |
| YTD | +7.6% | +20.2% | -12.6% | -2.1% |
| 1Y | +7.7% | +24.1% | -16.3% | -4.1% |
| 3Y | +54.7% | -3.6% | +58.2% | +51.4% |
| 5Y | +73.0% | -20.9% | +93.9% | +79.7% |
| 10Y | +390.9% | +35.8% | +355.0% | +252.7% |
| All | +2,926.4% | +221.5% | +2,705.0% | +1,048.4% |
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