+48.5%
PFE vs DD
+98.3%
-49.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -2.0% |
| 7D | -2.1% | +6.7% | -8.8% | -3.6% |
| 30D | +3.1% | +19.4% | -16.3% | -1.3% |
| 3M | +11.2% | +7.6% | +3.6% | +8.9% |
| 6M | +15.0% | +2.9% | +12.2% | +13.7% |
| YTD | +23.5% | +29.9% | -6.3% | +14.8% |
| 1Y | +18.9% | +28.6% | -9.7% | +10.8% |
| 3Y | +18.7% | +90.0% | -71.3% | -1.0% |
| 5Y | -24.0% | +68.1% | -92.2% | -36.0% |
| All | +48.5% | +98.3% | -49.8% | +14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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