+3,280.0%
PFE vs DE
+14,847.5%
-11,567.5%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | +1.8% | +10.0% | -8.3% | -0.3% |
| 30D | +10.2% | +13.3% | -3.1% | +7.1% |
| 3M | +12.7% | +17.5% | -4.8% | +8.4% |
| 6M | +10.5% | +13.6% | -3.0% | +6.8% |
| YTD | +20.2% | +49.8% | -29.6% | +8.9% |
| 1Y | +24.1% | +47.9% | -23.8% | +12.6% |
| 3Y | -3.6% | +72.5% | -76.1% | -16.3% |
| 5Y | -20.9% | +90.2% | -111.1% | -34.3% |
| 10Y | +35.8% | +865.4% | -829.5% | -24.4% |
| All | +3,280.0% | +14,847.5% | -11,567.5% | +878.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling