+32.8%
PFE vs DGX
+255.3%
-222.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | -0.3% |
| 7D | -2.6% | -0.9% | -1.7% | -2.3% |
| 30D | +5.4% | -1.2% | +6.5% | +5.8% |
| 3M | +7.8% | +15.8% | -8.0% | +2.5% |
| 6M | +5.0% | +18.2% | -13.2% | -0.9% |
| YTD | +17.1% | +37.2% | -20.1% | +4.9% |
| 1Y | +19.3% | +30.4% | -11.0% | +8.5% |
| 3Y | -0.9% | +96.7% | -97.7% | -22.0% |
| 5Y | -20.8% | +67.2% | -87.9% | -34.9% |
| All | +32.8% | +255.3% | -222.5% | -12.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling