+23.4%
PFE vs DE
+93.1%
-69.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.2% |
| 7D | -3.0% | +2.3% | -5.2% | -3.2% |
| 30D | +5.2% | +9.3% | -4.1% | +4.1% |
| 3M | +12.2% | +12.2% | 0.0% | +10.6% |
| 6M | +17.8% | +18.1% | -0.3% | +15.0% |
| YTD | +26.2% | +49.8% | -23.6% | +17.6% |
| 1Y | +23.2% | +46.4% | -23.2% | +15.2% |
| All | +23.4% | +93.1% | -69.7% | +16.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling