+244.2%
PFE vs DG
+606.1%
-361.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.5% | -2.7% | -1.5% |
| 7D | +1.8% | +8.4% | -6.6% | +0.5% |
| 30D | +10.2% | +4.9% | +5.3% | +9.4% |
| 3M | +12.7% | +29.3% | -16.7% | +8.2% |
| 6M | +10.5% | -11.3% | +21.8% | +12.1% |
| YTD | +20.2% | +1.8% | +18.4% | +19.2% |
| 1Y | +24.1% | +25.3% | -1.3% | +18.7% |
| 3Y | -3.6% | +9.1% | -12.7% | -8.5% |
| 5Y | -20.9% | -34.9% | +14.0% | -18.6% |
| 10Y | +35.8% | +108.2% | -72.3% | +12.1% |
| All | +244.2% | +606.1% | -361.9% | +115.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling