+50.7%
PFE vs DAR
+290.1%
-239.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.1% | -4.8% | -0.3% |
| 7D | -3.0% | +3.6% | -6.6% | -3.4% |
| 30D | +5.2% | -11.3% | +16.5% | +6.5% |
| 3M | +12.2% | -13.1% | +25.4% | +13.8% |
| 6M | +17.8% | -15.1% | +32.9% | +19.5% |
| YTD | +26.2% | +50.5% | -24.3% | +19.0% |
| 1Y | +23.2% | +57.9% | -34.7% | +15.4% |
| 3Y | +21.3% | +28.9% | -7.7% | +13.9% |
| 5Y | -23.1% | -31.4% | +8.4% | -22.9% |
| 10Y | +50.7% | +301.0% | -250.3% | +3.5% |
| All | +50.7% | +290.1% | -239.4% | +3.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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