+48.8%
PFE vs DG
+105.2%
-56.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.6% | +0.3% |
| 7D | -1.7% | +0.3% | -2.0% | -1.7% |
| 30D | +0.3% | +3.2% | -2.9% | -0.2% |
| 3M | +9.4% | +10.4% | -1.1% | +7.6% |
| 6M | +14.9% | +33.2% | -18.3% | +9.7% |
| YTD | +23.8% | +3.0% | +20.8% | +22.5% |
| 1Y | +19.5% | +31.2% | -11.7% | +13.7% |
| 3Y | +21.0% | +21.8% | -0.8% | +12.3% |
| 5Y | -23.9% | -35.0% | +11.1% | -20.6% |
| All | +48.8% | +105.2% | -56.4% | +23.2% |
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