-20.2%
PFE vs D
+14.9%
-35.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +0.4% |
| 3M | +9.2% | +2.3% | +6.9% | +8.4% |
| 6M | +15.8% | +12.5% | +3.3% | +11.6% |
| YTD | +23.4% | +20.1% | +3.4% | +16.3% |
| 1Y | +25.8% | +15.6% | +10.3% | +19.9% |
| 3Y | +17.8% | +75.2% | -57.3% | -1.2% |
| 5Y | -20.2% | +14.6% | -34.8% | -16.6% |
| All | -20.2% | +14.9% | -35.1% | -16.6% |
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