+528.7%
WDC vs PFE
-21.9%
+550.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -1.2% |
| 7D | -28.0% | -3.7% | -24.2% | -27.6% |
| 30D | -34.9% | +5.0% | -39.9% | -35.4% |
| 3M | -41.6% | +12.2% | -53.7% | -42.6% |
| 6M | -45.4% | +14.6% | -60.0% | -46.6% |
| YTD | +53.3% | +24.1% | +29.2% | +46.8% |
| 1Y | +61.5% | +26.6% | +35.0% | +54.0% |
| 3Y | +712.3% | +14.3% | +698.0% | +677.6% |
| All | +528.7% | -21.9% | +550.6% | +571.8% |
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