+17.6%
DIS vs PFE
+16.2%
+1.3%
-13.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.0% | +1.5% | 0.0% |
| 7D | +5.7% | -0.2% | +5.9% | +5.7% |
| 30D | +12.7% | +8.7% | +4.0% | +8.2% |
| 3M | +15.2% | +15.8% | -0.6% | +6.9% |
| 6M | +17.6% | +16.8% | +0.7% | +5.6% |
| All | +17.6% | +16.2% | +1.3% | +5.6% |
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