+3,449.8%
PFE vs D
+2,488.7%
+961.2%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.2% | -2.8% | -2.9% |
| 7D | -0.2% | +6.9% | -7.2% | -2.7% |
| 30D | +8.7% | +12.3% | -3.7% | +4.0% |
| 3M | +15.8% | +3.0% | +12.7% | +14.3% |
| 6M | +16.8% | +12.8% | +4.0% | +11.2% |
| YTD | +26.2% | +22.6% | +3.6% | +16.0% |
| 1Y | +29.9% | +21.7% | +8.3% | +19.7% |
| 3Y | +15.9% | +83.9% | -68.0% | -10.2% |
| 5Y | -20.6% | +14.0% | -34.6% | -27.0% |
| 10Y | +65.4% | +45.6% | +19.8% | +33.5% |
| All | +3,449.8% | +2,488.7% | +961.2% | +706.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling