+3,280.0%
PFE vs D
+2,347.4%
+932.6%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.1% |
| 7D | +1.8% | +1.5% | +0.3% | +1.2% |
| 30D | +10.2% | -2.6% | +12.8% | +11.3% |
| 3M | +12.7% | 0.0% | +12.7% | +12.5% |
| 6M | +10.5% | +7.4% | +3.2% | +7.1% |
| YTD | +20.2% | +15.9% | +4.3% | +12.9% |
| 1Y | +24.1% | +18.1% | +5.9% | +15.6% |
| 3Y | -3.6% | +58.4% | -61.9% | -21.0% |
| 5Y | -20.9% | +5.2% | -26.1% | -25.0% |
| 10Y | +35.8% | +35.9% | 0.0% | +12.5% |
| All | +3,280.0% | +2,347.4% | +932.6% | +685.0% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling