+253.6%
PFE vs DG
+628.1%
-374.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +2.2% |
| 3M | +9.2% | +8.5% | +0.7% | +7.7% |
| 6M | +15.8% | +21.9% | -6.0% | +11.9% |
| YTD | +23.4% | +4.9% | +18.5% | +21.7% |
| 1Y | +25.8% | +40.4% | -14.6% | +18.3% |
| 3Y | +17.8% | +23.5% | -5.6% | +9.4% |
| 5Y | -20.2% | -32.3% | +12.1% | -18.5% |
| 10Y | +49.6% | +119.3% | -69.7% | +22.3% |
| All | +253.6% | +628.1% | -374.5% | +119.9% |
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