+10,577.7%
WMT vs PFE
+3,508.9%
+7,068.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.2% |
| 7D | +0.6% | -0.7% | +1.3% | +0.8% |
| 30D | +12.8% | +5.3% | +7.4% | +11.1% |
| 3M | +11.7% | +10.1% | +1.6% | +8.5% |
| 6M | -3.5% | +18.0% | -21.5% | -8.3% |
| YTD | +13.4% | +25.8% | -12.4% | +5.5% |
| 1Y | +23.6% | +28.4% | -4.8% | +14.1% |
| 3Y | +133.9% | +20.9% | +113.0% | +115.2% |
| 5Y | +170.1% | -21.5% | +191.6% | +178.2% |
| 10Y | +523.5% | +46.2% | +477.3% | +409.0% |
| All | +10,577.7% | +3,508.9% | +7,068.8% | +2,228.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling