-31.9%
DIS vs PFE
-21.9%
-10.0%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | 0.0% |
| 7D | +5.2% | -3.7% | +8.9% | +6.1% |
| 30D | +11.5% | +5.0% | +6.5% | +10.3% |
| 3M | +11.5% | +12.2% | -0.6% | +8.7% |
| 6M | +8.9% | +14.6% | -5.7% | +5.5% |
| YTD | +3.4% | +24.1% | -20.7% | -1.3% |
| 1Y | +7.2% | +26.6% | -19.4% | +1.9% |
| 3Y | +43.3% | +14.3% | +29.0% | +36.8% |
| All | -31.9% | -21.9% | -10.0% | -28.5% |
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 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