+26.0%
PFE vs DG
+40.4%
-14.3%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.2% | -2.7% | -0.9% |
| 7D | -4.7% | +0.7% | -5.4% | -4.8% |
| 30D | +3.4% | +7.4% | -4.1% | +2.4% |
| 3M | +9.2% | +8.5% | +0.7% | +8.0% |
| 6M | +15.8% | +21.9% | -6.0% | +13.4% |
| YTD | +23.4% | +4.9% | +18.5% | +22.7% |
| All | +26.0% | +40.4% | -14.3% | +19.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling