+14.6%
PFE vs DLR
-10.9%
+25.5%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.4% | -1.6% |
| 7D | -3.7% | -3.6% | -0.1% | -3.5% |
| 30D | +5.0% | -3.5% | +8.4% | +5.2% |
| 3M | +12.2% | -8.9% | +21.1% | +12.6% |
| 6M | +14.6% | -11.6% | +26.2% | +16.8% |
| All | +14.6% | -10.9% | +25.5% | +16.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling