+208.7%
PFE vs DIA
+1,144.9%
-936.2%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +11.5% |
| 3M | +12.7% | +3.8% | +8.9% | +9.5% |
| 6M | +10.5% | +10.3% | +0.3% | +2.4% |
| YTD | +20.2% | +12.1% | +8.1% | +9.9% |
| 1Y | +24.1% | +18.6% | +5.4% | +8.8% |
| 3Y | -3.6% | +60.6% | -64.2% | -33.1% |
| 5Y | -20.9% | +64.4% | -85.3% | -46.8% |
| 10Y | +35.8% | +250.1% | -214.3% | -51.1% |
| All | +208.7% | +1,144.9% | -936.2% | -64.2% |
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 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