-21.5%
PFE vs D
+12.5%
-33.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -1.2% |
| 7D | -3.7% | +3.0% | -6.7% | -4.5% |
| 30D | +5.0% | +11.5% | -6.5% | +1.8% |
| 3M | +12.2% | +3.7% | +8.4% | +10.9% |
| 6M | +14.6% | +13.5% | +1.0% | +10.1% |
| YTD | +24.1% | +20.7% | +3.4% | +16.8% |
| 1Y | +26.6% | +18.2% | +8.3% | +19.8% |
| 3Y | +14.3% | +73.3% | -59.0% | -3.8% |
| All | -21.5% | +12.5% | -33.9% | -18.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling