+35.2%
PFE vs DE
+852.3%
-817.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | -4.3% | -3.0% | -1.2% | -3.7% |
| 30D | +2.7% | +11.1% | -8.5% | +0.4% |
| 3M | +10.0% | +17.6% | -7.6% | +6.0% |
| 6M | +7.2% | +13.6% | -6.4% | +3.8% |
| YTD | +17.3% | +46.3% | -28.9% | +7.2% |
| 1Y | +20.3% | +44.2% | -23.9% | +10.2% |
| 3Y | -1.6% | +76.6% | -78.2% | -14.8% |
| 5Y | -21.4% | +98.2% | -119.6% | -35.2% |
| 10Y | +35.2% | +863.5% | -828.3% | -28.7% |
| All | +35.2% | +852.3% | -817.0% | -28.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 DE 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