+32.9%
PFE vs DLR
+163.6%
-130.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.6% | -2.9% | -2.4% |
| 7D | -2.7% | +3.4% | -6.1% | -3.3% |
| 30D | +3.8% | -2.2% | +6.1% | +4.2% |
| 3M | +10.4% | +4.7% | +5.6% | +8.9% |
| 6M | +6.3% | +9.0% | -2.8% | +3.9% |
| YTD | +17.4% | +24.1% | -6.8% | +11.6% |
| 1Y | +21.1% | +20.9% | +0.2% | +15.6% |
| 3Y | -1.6% | +60.0% | -61.6% | -13.3% |
| 5Y | -22.2% | +35.3% | -57.4% | -29.5% |
| 10Y | +32.9% | +165.8% | -132.9% | +5.9% |
| All | +32.9% | +163.6% | -130.7% | +5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 DLR 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