+24.1%
PFE vs DGX
+33.7%
-9.6%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -1.0% |
| 7D | +1.8% | -2.3% | +4.1% | +2.3% |
| 30D | +10.2% | +0.6% | +9.7% | +10.1% |
| 3M | +12.7% | +21.4% | -8.7% | +8.1% |
| 6M | +10.5% | +14.7% | -4.2% | +7.3% |
| YTD | +20.2% | +38.4% | -18.3% | +12.3% |
| 1Y | +24.1% | +34.0% | -9.9% | +18.3% |
| All | +24.1% | +33.7% | -9.6% | +18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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