+48.8%
PFE vs D
+48.0%
+0.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | -1.7% | -1.4% | -0.3% | -1.2% |
| 30D | +0.3% | +7.7% | -7.4% | -2.2% |
| 3M | +9.4% | -0.3% | +9.7% | +9.4% |
| 6M | +14.9% | +10.1% | +4.8% | +10.7% |
| YTD | +23.8% | +19.1% | +4.7% | +15.7% |
| 1Y | +19.5% | +15.9% | +3.6% | +12.7% |
| 3Y | +21.0% | +75.0% | -54.0% | -2.8% |
| 5Y | -23.9% | +13.4% | -37.2% | -28.7% |
| All | +48.8% | +48.0% | +0.8% | +29.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling