+1,477.6%
PFE vs DAR
+1,762.6%
-285.0%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +9.6% |
| 3M | +12.7% | +7.4% | +5.3% | +12.2% |
| 6M | +10.5% | +22.3% | -11.7% | +9.4% |
| YTD | +20.2% | +81.1% | -60.9% | +16.7% |
| 1Y | +24.1% | +106.5% | -82.4% | +19.7% |
| 3Y | -3.6% | +5.3% | -8.9% | -4.8% |
| 5Y | -20.9% | -11.5% | -9.3% | -21.8% |
| 10Y | +35.8% | +353.3% | -317.5% | +23.8% |
| All | +1,477.6% | +1,762.6% | -285.0% | +1,180.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling