+49.6%
PFE vs D
+42.1%
+7.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.4% |
| 7D | -4.7% | +0.8% | -5.5% | -4.9% |
| 30D | +3.4% | +10.7% | -7.3% | -0.2% |
| 3M | +9.2% | +2.3% | +6.9% | +8.3% |
| 6M | +15.8% | +12.5% | +3.3% | +10.8% |
| YTD | +23.4% | +20.1% | +3.4% | +15.1% |
| 1Y | +25.8% | +15.6% | +10.3% | +18.8% |
| 3Y | +17.8% | +75.2% | -57.3% | -5.2% |
| 5Y | -20.2% | +14.6% | -34.8% | -25.5% |
| 10Y | +49.6% | +43.8% | +5.8% | +35.0% |
| All | +49.6% | +42.1% | +7.4% | +35.0% |
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 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