-23.8%
PFE vs DAL
+110.1%
-133.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.6% | +0.2% |
| 7D | -1.7% | -1.1% | -0.6% | -1.6% |
| 30D | +0.3% | +12.8% | -12.5% | -0.7% |
| 3M | +9.4% | -5.3% | +14.6% | +9.7% |
| 6M | +14.9% | +22.4% | -7.5% | +12.6% |
| YTD | +23.8% | +25.6% | -1.8% | +20.8% |
| 1Y | +19.5% | +45.5% | -26.0% | +15.2% |
| 3Y | +21.0% | +161.0% | -139.9% | +11.4% |
| All | -23.8% | +110.1% | -133.9% | -31.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling