+159.9%
DELL vs PFE
+18.8%
+141.1%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +0.2% | -7.4% | -7.2% |
| 7D | +4.9% | -1.7% | +6.6% | +4.7% |
| 30D | -32.1% | +0.3% | -32.4% | -31.9% |
| 3M | -30.2% | +9.4% | -39.6% | -30.3% |
| 6M | +41.7% | +14.9% | +26.8% | +42.8% |
| YTD | +176.6% | +23.8% | +152.8% | +169.5% |
| 1Y | +159.9% | +19.5% | +140.4% | +154.6% |
| All | +159.9% | +18.8% | +141.1% | +154.6% |
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 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