-20.7%
PFE vs DD
+61.3%
-82.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.3% |
| 7D | +1.8% | -3.5% | +5.3% | +2.6% |
| 30D | +10.2% | -10.3% | +20.5% | +12.9% |
| 3M | +12.7% | -7.5% | +20.2% | +14.5% |
| 6M | +10.5% | -8.0% | +18.5% | +12.0% |
| YTD | +20.2% | +10.5% | +9.7% | +16.2% |
| 1Y | +24.1% | +38.3% | -14.2% | +13.3% |
| 3Y | -3.6% | +42.5% | -46.1% | -14.4% |
| All | -20.7% | +61.3% | -82.0% | -34.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling