+8.3%
DIS vs PFE
+35.1%
-26.8%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.6% | +1.5% | +2.9% |
| 7D | +9.1% | +4.6% | +4.5% | +6.8% |
| 30D | +14.8% | +12.3% | +2.5% | +8.8% |
| 3M | +21.2% | +21.2% | 0.0% | +10.7% |
| 6M | +18.3% | +21.1% | -2.8% | +7.7% |
| YTD | +5.4% | +30.0% | -24.7% | -6.3% |
| 1Y | +8.3% | +35.6% | -27.3% | -7.1% |
| All | +8.3% | +35.1% | -26.8% | -7.1% |
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