+3,372.6%
PFE vs DHR
+64,355.6%
-60,983.0%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.1% | -2.7% | -1.1% |
| 7D | -4.7% | +3.1% | -7.8% | -5.5% |
| 30D | +3.4% | +7.0% | -3.6% | +1.3% |
| 3M | +9.2% | +15.0% | -5.8% | +4.7% |
| 6M | +15.8% | +37.9% | -22.1% | +4.9% |
| YTD | +23.4% | +3.3% | +20.1% | +21.0% |
| 1Y | +25.8% | +12.8% | +13.0% | +20.4% |
| 3Y | +17.8% | +22.4% | -4.5% | +9.1% |
| 5Y | -20.2% | -9.1% | -11.1% | -20.9% |
| 10Y | +49.6% | +247.9% | -198.4% | +3.0% |
| All | +3,372.6% | +64,355.6% | -60,983.0% | +708.9% |
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 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