-1.4%
PFE vs DOCS
-21.0%
+19.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.0% | +0.4% | -1.6% |
| 7D | -3.7% | -0.8% | -2.9% | -3.7% |
| 30D | +5.0% | +17.4% | -12.4% | +4.9% |
| 3M | +12.2% | +57.4% | -45.2% | +12.1% |
| 6M | +14.6% | +26.5% | -12.0% | +14.4% |
| YTD | +24.1% | -26.6% | +50.7% | +23.9% |
| 1Y | +26.6% | -48.1% | +74.6% | +26.3% |
| 3Y | +14.3% | +52.6% | -38.3% | +15.4% |
| 5Y | -21.9% | -52.1% | +30.2% | -23.5% |
| All | -1.4% | -21.0% | +19.6% | +0.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 DOCS 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