+35.6%
PFE vs DIA
+249.1%
-213.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -0.9% |
| 7D | +1.8% | -0.2% | +1.9% | +1.9% |
| 30D | +10.2% | -1.5% | +11.8% | +11.3% |
| 3M | +12.7% | +3.8% | +8.9% | +9.9% |
| 6M | +10.5% | +10.3% | +0.3% | +3.7% |
| YTD | +20.2% | +12.1% | +8.1% | +11.4% |
| 1Y | +24.1% | +18.6% | +5.4% | +11.1% |
| 3Y | -3.6% | +60.6% | -64.2% | -29.1% |
| 5Y | -20.9% | +64.4% | -85.3% | -43.3% |
| All | +35.6% | +249.1% | -213.6% | -50.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DIA.
Daily Out/Under-Performance
Portfolio return minus DIA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DIA 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 DIA 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