+51.7%
DELL vs PFE
+17.9%
+33.8%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | +0.3% | +11.4% | +12.0% |
| 7D | +0.4% | -3.0% | +3.3% | -2.3% |
| 30D | -35.1% | +5.2% | -40.3% | -31.5% |
| 3M | -15.1% | +12.2% | -27.4% | -4.7% |
| 6M | +51.7% | +17.8% | +33.9% | +90.6% |
| All | +51.7% | +17.9% | +33.8% | +90.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling