+175.1%
PFE vs DAL
+359.0%
-183.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.3% | +1.4% | -2.4% |
| 7D | -0.2% | +4.6% | -4.8% | -0.9% |
| 30D | +8.7% | +2.3% | +6.3% | +8.2% |
| 3M | +15.8% | -8.1% | +23.9% | +16.9% |
| 6M | +16.8% | +21.4% | -4.6% | +13.3% |
| YTD | +26.2% | +24.3% | +1.9% | +21.5% |
| 1Y | +29.9% | +47.4% | -17.4% | +22.2% |
| 3Y | +15.9% | +164.6% | -148.7% | -1.6% |
| 5Y | -20.6% | +100.2% | -120.8% | -31.5% |
| 10Y | +65.4% | +124.9% | -59.5% | +32.7% |
| All | +175.1% | +359.0% | -183.9% | +62.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling