+49.6%
PFE vs DAR
+288.2%
-238.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.7% | -5.2% | -1.1% |
| 7D | -4.7% | -2.8% | -1.9% | -4.4% |
| 30D | +3.4% | -12.8% | +16.2% | +4.9% |
| 3M | +9.2% | -11.6% | +20.8% | +10.5% |
| 6M | +15.8% | -16.8% | +32.6% | +17.7% |
| YTD | +23.4% | +45.9% | -22.5% | +16.8% |
| 1Y | +25.8% | +61.5% | -35.7% | +17.6% |
| 3Y | +17.8% | +23.0% | -5.1% | +11.3% |
| 5Y | -20.2% | -35.8% | +15.7% | -19.2% |
| 10Y | +49.6% | +280.4% | -230.8% | +3.3% |
| All | +49.6% | +288.2% | -238.7% | +3.3% |
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