+19.8%
PFE vs DOCN
+236.1%
-216.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -7.2% | +9.8% | +2.9% |
| 7D | +4.6% | -20.0% | +24.6% | +5.3% |
| 30D | +12.3% | -38.8% | +51.1% | +14.2% |
| 3M | +21.2% | -34.8% | +56.0% | +22.6% |
| 6M | +21.1% | -22.8% | +43.9% | +19.7% |
| YTD | +30.0% | +74.6% | -44.6% | +19.4% |
| 1Y | +35.6% | +116.4% | -80.8% | +21.9% |
| All | +19.8% | +236.1% | -216.3% | +5.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling