+1,245.5%
WDC vs PFE
+32.9%
+1,212.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.3% | +4.5% | +2.9% |
| 7D | +6.0% | -2.7% | +8.7% | +6.9% |
| 30D | +9.9% | +3.8% | +6.1% | +8.3% |
| 3M | -9.4% | +10.4% | -19.8% | -13.2% |
| 6M | +94.7% | +6.3% | +88.5% | +88.8% |
| YTD | +177.4% | +17.4% | +160.0% | +157.9% |
| 1Y | +412.6% | +21.1% | +391.4% | +370.5% |
| 3Y | +1,359.8% | -1.6% | +1,361.4% | +1,320.1% |
| 5Y | +992.6% | -22.2% | +1,014.7% | +1,035.5% |
| 10Y | +1,245.5% | +32.9% | +1,212.6% | +1,005.4% |
| All | +1,245.5% | +32.9% | +1,212.6% | +1,005.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling