-22.2%
PFE vs DE
+95.7%
-117.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.8% | -0.5% | -2.1% |
| 7D | -2.7% | +0.7% | -3.3% | -2.7% |
| 30D | +3.8% | +9.6% | -5.8% | +2.7% |
| 3M | +10.4% | +19.0% | -8.6% | +7.8% |
| 6M | +6.3% | +16.1% | -9.8% | +4.0% |
| YTD | +17.4% | +47.0% | -29.7% | +10.9% |
| 1Y | +21.1% | +43.1% | -22.0% | +14.8% |
| 3Y | -1.6% | +77.5% | -79.1% | -9.5% |
| 5Y | -22.2% | +96.4% | -118.5% | -28.4% |
| All | -22.2% | +95.7% | -117.8% | -28.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling