+129.7%
WMT vs PFE
-22.2%
+151.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.3% | -0.7% |
| 7D | +0.1% | -2.7% | +2.8% | +0.4% |
| 30D | -5.0% | +3.8% | -8.8% | -5.4% |
| 3M | -11.3% | +10.4% | -21.7% | -12.3% |
| 6M | -13.8% | +6.3% | -20.1% | -14.5% |
| YTD | -4.2% | +17.4% | -21.6% | -6.0% |
| 1Y | +4.6% | +21.1% | -16.6% | +2.0% |
| 3Y | +100.5% | -1.6% | +102.1% | +99.2% |
| 5Y | +129.7% | -22.2% | +151.8% | +133.4% |
| All | +129.7% | -22.2% | +151.8% | +133.4% |
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