+133.9%
WMT vs PFE
+19.8%
+114.1%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.1% |
| 7D | +0.6% | -0.7% | +1.3% | +0.7% |
| 30D | +12.8% | +5.3% | +7.4% | +12.1% |
| 3M | +11.7% | +10.1% | +1.6% | +10.6% |
| 6M | -3.5% | +18.0% | -21.5% | -5.2% |
| YTD | +13.4% | +25.8% | -12.4% | +10.8% |
| 1Y | +23.6% | +28.4% | -4.8% | +20.5% |
| 3Y | +133.9% | +20.9% | +113.0% | +126.7% |
| All | +133.9% | +19.8% | +114.1% | +126.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling