+19.8%
PFE vs DOCS
+57.4%
-37.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +6.3% | -3.7% | +2.5% |
| 7D | +4.6% | +1.2% | +3.3% | +4.5% |
| 30D | +12.3% | +21.3% | -9.0% | +12.0% |
| 3M | +21.2% | +58.4% | -37.2% | +20.2% |
| 6M | +21.1% | +39.3% | -18.2% | +20.2% |
| YTD | +30.0% | -21.7% | +51.7% | +29.8% |
| 1Y | +35.6% | -47.3% | +82.9% | +35.8% |
| All | +19.8% | +57.4% | -37.6% | +24.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling