+544.6%
PFE vs DGX
+9,743.1%
-9,198.5%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -1.7% | +1.6% | -3.3% | -2.1% |
| 30D | +0.3% | +11.2% | -10.9% | -2.3% |
| 3M | +9.4% | +10.4% | -1.0% | +6.6% |
| 6M | +14.9% | +37.1% | -22.2% | +5.9% |
| YTD | +23.8% | +52.1% | -28.3% | +11.0% |
| 1Y | +19.5% | +40.7% | -21.2% | +9.3% |
| 3Y | +21.0% | +107.6% | -86.6% | 0.0% |
| 5Y | -23.9% | +90.6% | -114.5% | -36.2% |
| 10Y | +47.8% | +287.9% | -240.1% | +2.6% |
| All | +544.6% | +9,743.1% | -9,198.5% | +136.0% |
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