-31.2%
DIS vs PFE
-19.8%
-11.4%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.0% | +1.5% | -0.8% |
| 7D | +5.7% | -0.2% | +5.9% | +5.7% |
| 30D | +12.7% | +8.7% | +4.0% | +10.6% |
| 3M | +15.2% | +15.8% | -0.6% | +11.5% |
| 6M | +17.6% | +16.8% | +0.7% | +13.4% |
| YTD | +3.8% | +26.2% | -22.4% | -1.3% |
| 1Y | +6.8% | +29.9% | -23.1% | +0.9% |
| 3Y | +42.1% | +15.9% | +26.2% | +35.2% |
| 5Y | -31.2% | -20.6% | -10.6% | -28.1% |
| All | -31.2% | -19.8% | -11.4% | -28.1% |
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 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