+161.9%
PFE vs DAL
+329.9%
-168.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.8% | -3.1% | -1.5% |
| 7D | +1.8% | +0.1% | +1.6% | +1.7% |
| 30D | +10.2% | -13.9% | +24.2% | +12.4% |
| 3M | +12.7% | +1.1% | +11.6% | +12.2% |
| 6M | +10.5% | +26.2% | -15.7% | +6.5% |
| YTD | +20.2% | +16.4% | +3.7% | +16.8% |
| 1Y | +24.1% | +33.9% | -9.8% | +18.1% |
| 3Y | -3.6% | +93.4% | -96.9% | -14.5% |
| 5Y | -20.9% | +106.4% | -127.2% | -32.1% |
| 10Y | +35.8% | +143.0% | -107.1% | +7.9% |
| All | +161.9% | +329.9% | -168.0% | +55.9% |
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