+511.2%
PFE vs DGX
+8,796.3%
-8,285.1%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.6% | -2.1% |
| 7D | -2.7% | -0.3% | -2.4% | -2.6% |
| 30D | +3.8% | -1.2% | +5.0% | +4.2% |
| 3M | +10.4% | +19.9% | -9.5% | +5.3% |
| 6M | +6.3% | +19.2% | -13.0% | +1.5% |
| YTD | +17.4% | +37.5% | -20.1% | +8.0% |
| 1Y | +21.1% | +31.3% | -10.1% | +12.6% |
| 3Y | -1.6% | +96.6% | -98.2% | -17.6% |
| 5Y | -22.2% | +64.3% | -86.4% | -32.3% |
| 10Y | +32.9% | +241.1% | -208.2% | -4.9% |
| All | +511.2% | +8,796.3% | -8,285.1% | +129.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling