+32.9%
PFE vs DD
+69.4%
-36.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.1% | -2.3% |
| 7D | -2.7% | -0.6% | -2.1% | -2.5% |
| 30D | +3.8% | -7.4% | +11.3% | +5.7% |
| 3M | +10.4% | -6.4% | +16.8% | +11.9% |
| 6M | +6.3% | -2.5% | +8.7% | +6.2% |
| YTD | +17.4% | +10.2% | +7.1% | +13.7% |
| 1Y | +21.1% | +36.9% | -15.8% | +10.9% |
| 3Y | -1.6% | +47.0% | -48.6% | -12.8% |
| 5Y | -22.2% | +63.1% | -85.3% | -34.1% |
| 10Y | +32.9% | +68.2% | -35.3% | -1.5% |
| All | +32.9% | +69.4% | -36.5% | -1.5% |
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