+218.9%
PFE vs DIA
+1,097.0%
-878.0%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.3% |
| 7D | -3.7% | -0.9% | -2.8% | -3.0% |
| 30D | +5.0% | +0.3% | +4.7% | +4.7% |
| 3M | +12.2% | -4.5% | +16.7% | +16.0% |
| 6M | +14.6% | +3.4% | +11.2% | +11.5% |
| YTD | +24.1% | +7.8% | +16.3% | +16.8% |
| 1Y | +26.6% | +10.7% | +15.8% | +16.8% |
| 3Y | +14.3% | +57.5% | -43.2% | -19.6% |
| 5Y | -21.9% | +53.7% | -75.6% | -44.7% |
| 10Y | +62.6% | +247.2% | -184.5% | -41.3% |
| All | +218.9% | +1,097.0% | -878.0% | -62.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling