+400.9%
DELL vs PFE
+14.7%
+386.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.5% | +6.0% | +5.4% |
| 7D | -11.8% | -4.7% | -7.1% | -11.5% |
| 30D | -40.8% | +3.4% | -44.2% | -41.1% |
| 3M | -23.6% | +9.2% | -32.8% | -24.4% |
| 6M | +33.4% | +15.8% | +17.5% | +31.1% |
| YTD | +178.0% | +23.4% | +154.6% | +171.4% |
| 1Y | +138.6% | +25.8% | +112.7% | +132.2% |
| 3Y | +400.9% | +17.8% | +383.0% | +388.6% |
| All | +400.9% | +14.7% | +386.2% | +388.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling