+9,012.0%
WMT vs PFE
+3,346.7%
+5,665.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | +0.1% | -0.8% |
| 7D | +3.9% | +1.8% | +2.2% | +3.4% |
| 30D | -4.4% | +10.2% | -14.6% | -7.2% |
| 3M | -8.8% | +12.7% | -21.5% | -12.1% |
| 6M | -15.6% | +10.5% | -26.2% | -18.3% |
| YTD | -3.2% | +20.2% | -23.4% | -8.7% |
| 1Y | +7.0% | +24.1% | -17.0% | -0.5% |
| 3Y | +105.3% | -3.6% | +108.9% | +102.0% |
| 5Y | +129.3% | -20.9% | +150.1% | +134.4% |
| 10Y | +423.9% | +35.8% | +388.1% | +336.9% |
| All | +9,012.0% | +3,346.7% | +5,665.3% | +1,914.6% |
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