+3,558.0%
PFE vs DOC
+2,934.4%
+623.6%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.1% | -0.5% | +1.9% |
| 7D | +4.6% | +8.7% | -4.2% | +2.5% |
| 30D | +12.3% | +7.6% | +4.7% | +10.3% |
| 3M | +21.2% | -5.3% | +26.4% | +22.6% |
| 6M | +21.1% | +27.6% | -6.5% | +13.4% |
| YTD | +30.0% | +32.4% | -2.4% | +20.4% |
| 1Y | +35.6% | +22.9% | +12.7% | +27.8% |
| 3Y | +19.5% | +43.1% | -23.6% | +7.7% |
| 5Y | -9.3% | -21.4% | +12.1% | -6.7% |
| 10Y | +70.4% | +16.8% | +53.6% | +52.5% |
| All | +3,558.0% | +2,934.4% | +623.6% | +1,369.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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