+170.1%
WMT vs PFE
-18.8%
+188.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +12.0% |
| 3M | +11.7% | +10.1% | +1.6% | +10.4% |
| 6M | -3.5% | +18.0% | -21.5% | -5.6% |
| YTD | +13.4% | +25.8% | -12.4% | +10.1% |
| 1Y | +23.6% | +28.4% | -4.8% | +19.7% |
| 3Y | +133.9% | +20.9% | +113.0% | +125.9% |
| 5Y | +170.1% | -21.5% | +191.6% | +179.7% |
| All | +170.1% | -18.8% | +188.9% | +179.7% |
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 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