+21.1%
PFE vs DIA
+17.7%
+3.4%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.1% | -1.2% | -1.6% |
| 7D | -2.7% | +0.1% | -2.7% | -2.7% |
| 30D | +3.8% | -2.1% | +5.9% | +5.1% |
| 3M | +10.4% | +4.2% | +6.2% | +7.5% |
| 6M | +6.3% | +11.9% | -5.6% | -1.5% |
| YTD | +17.4% | +10.8% | +6.5% | +8.6% |
| 1Y | +21.1% | +17.5% | +3.6% | +3.6% |
| All | +21.1% | +17.7% | +3.4% | +3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DIA.
Daily Out/Under-Performance
Portfolio return minus DIA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DIA 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 1y: compounded portfolio wealth divided by compounded DIA 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…
1y analysis · Full analysis span regression · 6 months rolling