+544.2%
WMT vs PFE
+46.7%
+497.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.5% |
| 7D | +2.0% | -1.7% | +3.7% | +2.4% |
| 30D | +10.3% | +0.3% | +9.9% | +10.2% |
| 3M | +11.0% | +9.4% | +1.6% | +8.9% |
| 6M | -2.3% | +14.9% | -17.2% | -5.3% |
| YTD | +15.7% | +23.8% | -8.1% | +10.3% |
| 1Y | +26.0% | +19.5% | +6.4% | +20.8% |
| 3Y | +136.5% | +21.0% | +115.5% | +122.7% |
| 5Y | +176.8% | -23.9% | +200.7% | +189.0% |
| All | +544.2% | +46.7% | +497.6% | +411.5% |
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