+35.6%
PFE vs D
+23.9%
+11.7%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.4% | -1.8% | +1.8% |
| 7D | +4.6% | +8.5% | -4.0% | +3.1% |
| 30D | +12.3% | +14.3% | -2.0% | +10.0% |
| 3M | +21.2% | +1.8% | +19.4% | +20.5% |
| 6M | +21.1% | +13.0% | +8.0% | +18.9% |
| YTD | +30.0% | +22.7% | +7.3% | +24.9% |
| 1Y | +35.6% | +22.6% | +13.0% | +30.2% |
| All | +35.6% | +23.9% | +11.7% | +30.2% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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