+143.3%
DELL vs PFE
+35.1%
+108.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +2.6% | -11.5% | -8.3% |
| 7D | -24.6% | +4.6% | -29.1% | -24.0% |
| 30D | -32.5% | +12.3% | -44.8% | -32.0% |
| 3M | -20.2% | +21.2% | -41.4% | -19.7% |
| 6M | +76.5% | +21.1% | +55.4% | +79.4% |
| YTD | +198.9% | +30.0% | +168.9% | +198.9% |
| 1Y | +143.3% | +35.6% | +107.7% | +139.7% |
| All | +143.3% | +35.1% | +108.2% | +139.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling