-20.7%
PFE vs DAR
-11.0%
-9.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.4% | -1.2% |
| 7D | +1.8% | +1.4% | +0.4% | +1.7% |
| 30D | +10.2% | +12.8% | -2.6% | +9.3% |
| 3M | +12.7% | +7.4% | +5.3% | +12.0% |
| 6M | +10.5% | +22.3% | -11.7% | +8.7% |
| YTD | +20.2% | +81.1% | -60.9% | +14.8% |
| 1Y | +24.1% | +106.5% | -82.4% | +17.3% |
| 3Y | -3.6% | +5.3% | -8.9% | -7.3% |
| All | -20.7% | -11.0% | -9.7% | -21.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling