+32.5%
PFE vs DHR
+210.0%
-177.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | +0.4% |
| 7D | -4.0% | -5.0% | +0.9% | -2.1% |
| 30D | +3.9% | -3.3% | +7.2% | +5.2% |
| 3M | +9.9% | +9.4% | +0.5% | +5.0% |
| 6M | +5.3% | +3.2% | +2.1% | +2.7% |
| YTD | +16.8% | -12.0% | +28.8% | +21.6% |
| 1Y | +20.4% | +4.9% | +15.5% | +16.5% |
| 3Y | -2.1% | -7.4% | +5.3% | -2.7% |
| 5Y | -21.0% | -29.8% | +8.8% | -13.2% |
| All | +32.5% | +210.0% | -177.6% | -32.9% |
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