+534.7%
WMT vs PFE
+46.4%
+488.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.1% | +2.5% | +0.9% |
| 7D | -1.2% | -2.1% | +0.9% | -0.7% |
| 30D | +12.4% | +3.1% | +9.3% | +11.7% |
| 3M | +9.0% | +11.2% | -2.1% | +6.6% |
| 6M | -3.0% | +15.0% | -18.0% | -5.9% |
| YTD | +14.0% | +23.5% | -9.5% | +8.7% |
| 1Y | +23.0% | +18.9% | +4.1% | +18.1% |
| 3Y | +135.1% | +18.7% | +116.3% | +122.5% |
| 5Y | +172.7% | -24.0% | +196.8% | +184.8% |
| All | +534.7% | +46.4% | +488.3% | +404.2% |
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