-24.0%
PFE vs DAR
-29.6%
+5.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.2% | -4.3% | -2.2% |
| 7D | -2.1% | +9.2% | -11.3% | -2.6% |
| 30D | +3.1% | -12.3% | +15.4% | +3.9% |
| 3M | +11.2% | -12.7% | +23.9% | +12.0% |
| 6M | +15.0% | -12.8% | +27.8% | +15.8% |
| YTD | +23.5% | +53.8% | -30.2% | +19.0% |
| 1Y | +18.9% | +60.3% | -41.4% | +14.2% |
| 3Y | +18.7% | +31.7% | -13.0% | +13.5% |
| 5Y | -24.0% | -27.7% | +3.7% | -27.7% |
| All | -24.0% | -29.6% | +5.6% | -27.7% |
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