+3,280.0%
PFE vs D
+2,347.4%
+932.6%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -0.7% |
| 7D | +1.8% | +0.4% | +1.3% | +1.6% |
| 30D | +10.2% | -3.6% | +13.8% | +11.7% |
| 3M | +12.7% | -1.0% | +13.7% | +13.0% |
| 6M | +10.5% | +6.3% | +4.3% | +7.5% |
| YTD | +20.2% | +14.7% | +5.4% | +13.4% |
| 1Y | +24.1% | +16.9% | +7.1% | +16.0% |
| 3Y | -3.6% | +56.8% | -60.4% | -20.7% |
| 5Y | -20.9% | +5.2% | -26.1% | -25.0% |
| 10Y | +35.8% | +35.9% | 0.0% | +12.5% |
| All | +3,280.0% | +2,347.4% | +932.6% | +685.0% |
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 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