+21.1%
PFE vs DLR
+20.4%
+0.8%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.6% | -2.9% | -2.4% |
| 7D | -2.7% | +3.4% | -6.1% | -3.1% |
| 30D | +3.8% | -2.2% | +6.1% | +4.1% |
| 3M | +10.4% | +4.7% | +5.6% | +9.2% |
| 6M | +6.3% | +9.0% | -2.8% | +4.4% |
| YTD | +17.4% | +24.1% | -6.8% | +12.1% |
| 1Y | +21.1% | +20.9% | +0.2% | +17.1% |
| All | +21.1% | +20.4% | +0.8% | +17.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling