+48.5%
PFE vs DAL
+108.8%
-60.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -5.2% | +3.1% | -1.5% |
| 7D | -2.1% | +1.4% | -3.5% | -2.3% |
| 30D | +3.1% | +9.1% | -6.0% | +1.9% |
| 3M | +11.2% | -3.5% | +14.7% | +11.5% |
| 6M | +15.0% | +23.4% | -8.3% | +11.6% |
| YTD | +23.5% | +26.0% | -2.5% | +19.1% |
| 1Y | +18.9% | +44.6% | -25.7% | +12.7% |
| 3Y | +18.7% | +162.7% | -144.0% | +2.3% |
| 5Y | -24.0% | +113.0% | -137.0% | -33.9% |
| All | +48.5% | +108.8% | -60.3% | +31.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DAL.
Daily Out/Under-Performance
Portfolio return minus DAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAL 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 10y: compounded portfolio wealth divided by compounded DAL 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…
10y analysis · Full analysis span regression · 6 months rolling