-20.7%
PFE vs DOCN
+54.1%
-74.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.8% | -4.1% | -1.3% |
| 7D | +1.8% | +1.1% | +0.6% | +1.7% |
| 30D | +10.2% | -9.6% | +19.9% | +10.5% |
| 3M | +12.7% | -37.7% | +50.4% | +14.4% |
| 6M | +10.5% | +115.2% | -104.7% | +5.5% |
| YTD | +20.2% | +133.7% | -113.6% | +14.0% |
| 1Y | +24.1% | +250.2% | -226.1% | +15.4% |
| 3Y | -3.6% | +320.3% | -323.9% | -11.6% |
| All | -20.7% | +54.1% | -74.8% | -31.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling