-20.2%
PFE vs DHR
-10.0%
-10.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.1% | -2.7% | -1.3% |
| 7D | -4.7% | +3.1% | -7.8% | -5.7% |
| 30D | +3.4% | +7.0% | -3.6% | +0.8% |
| 3M | +9.2% | +15.0% | -5.8% | +3.6% |
| 6M | +15.8% | +37.9% | -22.1% | +1.8% |
| YTD | +23.4% | +3.3% | +20.1% | +20.9% |
| 1Y | +25.8% | +12.8% | +13.0% | +19.2% |
| 3Y | +17.8% | +22.4% | -4.5% | +6.0% |
| 5Y | -20.2% | -9.1% | -11.1% | -19.0% |
| All | -20.2% | -10.0% | -10.2% | -19.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling