+9.6%
PFE vs DOCN
+74.7%
-65.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.5% | -4.2% | -1.7% |
| 7D | -3.7% | -19.2% | +15.4% | -3.1% |
| 30D | +5.0% | -43.1% | +48.0% | +6.6% |
| 3M | +12.2% | -40.7% | +52.9% | +13.5% |
| 6M | +14.6% | -55.0% | +69.6% | +16.8% |
| YTD | +24.1% | +50.6% | -26.5% | +19.0% |
| 1Y | +26.6% | +54.0% | -27.4% | +21.2% |
| 3Y | +14.3% | +203.9% | -189.6% | +5.7% |
| 5Y | -21.9% | -29.4% | +7.5% | -29.3% |
| All | +9.6% | +74.7% | -65.1% | -1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN 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 10y: compounded portfolio wealth divided by compounded DOCN 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…
10y analysis · Full analysis span regression · 6 months rolling