+26.0%
PFE vs DLR
+9.4%
+16.6%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.4% | -3.9% | -0.8% |
| 7D | -4.7% | +2.4% | -7.1% | -4.8% |
| 30D | +3.4% | +0.7% | +2.6% | +3.4% |
| 3M | +9.2% | -6.4% | +15.7% | +10.0% |
| 6M | +15.8% | -6.5% | +22.4% | +16.9% |
| YTD | +23.4% | +18.8% | +4.7% | +17.6% |
| All | +26.0% | +9.4% | +16.6% | +22.0% |
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