+20.4%
PFE vs DG
+21.0%
-0.7%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.0% | +1.7% | -2.0% |
| 7D | -2.7% | -2.5% | -0.2% | -2.5% |
| 30D | +3.8% | +1.0% | +2.8% | +3.7% |
| 3M | +10.4% | +20.3% | -9.9% | +8.9% |
| 6M | +6.3% | -11.7% | +18.0% | +7.4% |
| YTD | +17.4% | -2.3% | +19.7% | +17.8% |
| All | +20.4% | +21.0% | -0.7% | +19.3% |
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