+642.9%
WDC vs PFE
+46.7%
+596.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.2% | -5.2% | -5.1% |
| 7D | +12.1% | -1.7% | +13.8% | +12.7% |
| 30D | -18.8% | +0.3% | -19.1% | -19.0% |
| 3M | -39.3% | +9.4% | -48.7% | -41.4% |
| 6M | -40.1% | +14.9% | -55.0% | -43.6% |
| YTD | +71.8% | +23.8% | +48.0% | +56.6% |
| 1Y | +88.5% | +19.5% | +68.9% | +74.0% |
| 3Y | +770.0% | +21.0% | +749.0% | +675.7% |
| 5Y | +549.0% | -23.9% | +572.9% | +594.0% |
| All | +642.9% | +46.7% | +596.2% | +470.4% |
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