+3,280.0%
PFE vs DHR
+56,727.1%
-53,447.1%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.3% | -0.8% |
| 7D | +1.8% | -3.9% | +5.6% | +2.9% |
| 30D | +10.2% | +4.0% | +6.2% | +9.0% |
| 3M | +12.7% | +11.5% | +1.2% | +8.7% |
| 6M | +10.5% | +1.9% | +8.7% | +9.1% |
| YTD | +20.2% | -8.9% | +29.1% | +22.3% |
| 1Y | +24.1% | +5.1% | +19.0% | +21.3% |
| 3Y | -3.6% | -10.3% | +6.7% | -2.6% |
| 5Y | -20.9% | -27.8% | +6.9% | -16.4% |
| 10Y | +35.8% | +203.6% | -167.8% | -2.7% |
| All | +3,280.0% | +56,727.1% | -53,447.1% | +717.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling