+1,458.7%
DIS vs PFE
+3,346.7%
-1,888.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.5% | -1.3% |
| 7D | -2.6% | +1.8% | -4.3% | -3.2% |
| 30D | +3.5% | +10.2% | -6.7% | 0.0% |
| 3M | +6.8% | +12.7% | -5.9% | +2.4% |
| 6M | +3.0% | +10.5% | -7.6% | -0.7% |
| YTD | -6.7% | +20.2% | -26.9% | -12.6% |
| 1Y | -10.1% | +24.1% | -34.1% | -17.1% |
| 3Y | +33.0% | -3.6% | +36.6% | +31.4% |
| 5Y | -40.0% | -20.9% | -19.1% | -38.0% |
| 10Y | +21.1% | +35.8% | -14.8% | 0.0% |
| All | +1,458.7% | +3,346.7% | -1,888.0% | +301.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling