+48.8%
PFE vs DHR
+242.1%
-193.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.1% |
| 7D | -1.7% | +1.2% | -2.9% | -2.2% |
| 30D | +0.3% | +3.7% | -3.4% | -1.2% |
| 3M | +9.4% | +14.5% | -5.1% | +3.2% |
| 6M | +14.9% | +40.9% | -26.0% | -1.3% |
| YTD | +23.8% | +2.4% | +21.4% | +21.0% |
| 1Y | +19.5% | +6.1% | +13.4% | +15.1% |
| 3Y | +21.0% | +21.0% | 0.0% | +7.7% |
| 5Y | -23.9% | -11.4% | -12.5% | -24.2% |
| All | +48.8% | +242.1% | -193.3% | -27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DHR.
Daily Out/Under-Performance
Portfolio return minus DHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHR 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 DHR 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