+3,201.6%
PFE vs DOC
+2,953.5%
+248.0%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.6% | -2.2% |
| 7D | -2.7% | -1.5% | -1.2% | -2.3% |
| 30D | +3.8% | -3.7% | +7.6% | +4.8% |
| 3M | +10.4% | +5.2% | +5.1% | +8.9% |
| 6M | +6.3% | +22.5% | -16.2% | +0.4% |
| YTD | +17.4% | +33.2% | -15.9% | +8.6% |
| 1Y | +21.1% | +19.8% | +1.3% | +14.9% |
| 3Y | -1.6% | +23.8% | -25.4% | -8.2% |
| 5Y | -22.2% | -25.4% | +3.2% | -18.9% |
| 10Y | +32.9% | -3.8% | +36.7% | +24.4% |
| All | +3,201.6% | +2,953.5% | +248.0% | +1,225.4% |
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