-9.3%
PFE vs DOCS
-53.1%
+43.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +6.3% | -3.7% | +2.6% |
| 7D | +4.6% | +1.2% | +3.3% | +4.5% |
| 30D | +12.3% | +21.3% | -9.0% | +12.1% |
| 3M | +21.2% | +58.4% | -37.2% | +20.5% |
| 6M | +21.1% | +39.3% | -18.2% | +20.5% |
| YTD | +30.0% | -21.7% | +51.7% | +29.9% |
| 1Y | +35.6% | -47.3% | +82.9% | +35.8% |
| 3Y | +19.5% | +58.2% | -38.7% | +19.3% |
| 5Y | -9.3% | -52.3% | +43.0% | -15.0% |
| All | -9.3% | -53.1% | +43.8% | -15.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling