-21.5%
PFE vs DIA
+53.0%
-74.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.4% |
| 7D | -3.7% | -0.9% | -2.8% | -3.1% |
| 30D | +5.0% | +0.3% | +4.7% | +4.8% |
| 3M | +12.2% | -4.5% | +16.7% | +15.2% |
| 6M | +14.6% | +3.4% | +11.2% | +12.2% |
| YTD | +24.1% | +7.8% | +16.3% | +18.4% |
| 1Y | +26.6% | +10.7% | +15.8% | +18.8% |
| 3Y | +14.3% | +57.5% | -43.2% | -12.5% |
| All | -21.5% | +53.0% | -74.4% | -46.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling