+60.6%
PFE vs DAR
+268.8%
-208.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.5% |
| 7D | -3.7% | -9.9% | +6.2% | -2.6% |
| 30D | +5.0% | -16.4% | +21.3% | +7.0% |
| 3M | +12.2% | -17.1% | +29.2% | +14.3% |
| 6M | +14.6% | -20.5% | +35.1% | +17.1% |
| YTD | +24.1% | +39.4% | -15.3% | +18.1% |
| 1Y | +26.6% | +57.2% | -30.7% | +18.6% |
| 3Y | +14.3% | +13.9% | +0.5% | +9.0% |
| 5Y | -21.9% | -40.8% | +18.9% | -20.0% |
| All | +60.6% | +268.8% | -208.2% | +11.4% |
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