+20.3%
PFE vs DE
+42.9%
-22.6%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | 0.0% |
| 7D | -4.3% | -3.0% | -1.2% | -4.1% |
| 30D | +2.7% | +11.1% | -8.5% | +2.4% |
| 3M | +10.0% | +17.6% | -7.6% | +8.9% |
| 6M | +7.2% | +13.6% | -6.4% | +6.4% |
| YTD | +17.3% | +46.3% | -28.9% | +11.9% |
| 1Y | +20.3% | +44.2% | -23.9% | +14.8% |
| All | +20.3% | +42.9% | -22.6% | +14.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling