+49.6%
PFE vs DIA
+248.4%
-198.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.2% | -2.7% | -1.9% |
| 7D | -4.7% | +0.8% | -5.5% | -5.2% |
| 30D | +3.4% | +1.4% | +1.9% | +2.4% |
| 3M | +9.2% | -2.7% | +11.9% | +11.0% |
| 6M | +15.8% | +6.2% | +9.6% | +11.3% |
| YTD | +23.4% | +10.1% | +13.3% | +15.8% |
| 1Y | +25.8% | +13.0% | +12.8% | +16.2% |
| 3Y | +17.8% | +61.9% | -44.0% | -13.6% |
| 5Y | -20.2% | +57.1% | -77.3% | -40.9% |
| 10Y | +49.6% | +240.9% | -191.3% | -37.0% |
| All | +49.6% | +248.4% | -198.8% | -37.0% |
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