+32.9%
PFE vs DG
+105.6%
-72.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.0% | +1.7% | -1.7% |
| 7D | -2.7% | -2.5% | -0.2% | -2.3% |
| 30D | +3.8% | +1.0% | +2.8% | +3.6% |
| 3M | +10.4% | +20.3% | -9.9% | +7.1% |
| 6M | +6.3% | -11.7% | +18.0% | +7.8% |
| YTD | +17.4% | -2.3% | +19.7% | +17.1% |
| 1Y | +21.1% | +20.0% | +1.1% | +16.6% |
| 3Y | -1.6% | +7.2% | -8.8% | -6.6% |
| 5Y | -22.2% | -37.9% | +15.8% | -18.2% |
| 10Y | +32.9% | +107.3% | -74.4% | +2.0% |
| All | +32.9% | +105.6% | -72.8% | +2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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