+1,122.0%
DELL vs PFE
-22.2%
+1,144.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.3% | +4.2% | +2.2% |
| 7D | +25.6% | -2.7% | +28.3% | +26.2% |
| 30D | +17.7% | +3.8% | +13.8% | +16.9% |
| 3M | +33.4% | +10.4% | +23.1% | +31.1% |
| 6M | +266.2% | +6.3% | +259.9% | +262.0% |
| YTD | +328.0% | +17.4% | +310.6% | +316.1% |
| 1Y | +339.6% | +21.1% | +318.4% | +324.1% |
| 3Y | +694.6% | -1.6% | +696.2% | +686.6% |
| 5Y | +1,122.0% | -22.2% | +1,144.1% | +1,131.2% |
| All | +1,122.0% | -22.2% | +1,144.1% | +1,131.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling