+43.9%
DIS vs PFE
+15.7%
+28.2%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.0% | +1.5% | -0.7% |
| 7D | +5.7% | -0.2% | +5.9% | +5.8% |
| 30D | +12.7% | +8.7% | +4.0% | +10.3% |
| 3M | +15.2% | +15.8% | -0.6% | +11.0% |
| 6M | +17.6% | +16.8% | +0.7% | +12.9% |
| YTD | +3.8% | +26.2% | -22.4% | -1.7% |
| 1Y | +6.8% | +29.9% | -23.1% | +0.5% |
| All | +43.9% | +15.7% | +28.2% | +34.5% |
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