+46.2%
PFE vs DHR
+246.3%
-200.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.3% |
| 7D | -0.7% | +2.6% | -3.3% | -1.7% |
| 30D | +5.3% | +7.4% | -2.1% | +2.2% |
| 3M | +10.1% | +13.0% | -2.8% | +4.5% |
| 6M | +18.0% | +38.5% | -20.4% | +2.1% |
| YTD | +25.8% | +3.8% | +22.0% | +22.3% |
| 1Y | +28.4% | +12.6% | +15.8% | +20.7% |
| 3Y | +20.9% | +22.0% | -1.1% | +7.3% |
| 5Y | -21.5% | -9.5% | -12.0% | -22.6% |
| 10Y | +46.2% | +249.4% | -203.2% | -28.1% |
| All | +46.2% | +246.3% | -200.1% | -28.1% |
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