-20.6%
PFE vs DOCS
-54.0%
+33.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.3% | +1.3% | -2.9% |
| 7D | -0.2% | -1.3% | +1.1% | -0.2% |
| 30D | +8.7% | +19.4% | -10.7% | +8.4% |
| 3M | +15.8% | +53.4% | -37.6% | +15.0% |
| 6M | +16.8% | +28.8% | -11.9% | +16.2% |
| YTD | +26.2% | -25.1% | +51.3% | +26.2% |
| 1Y | +29.9% | -48.1% | +78.1% | +30.4% |
| 3Y | +15.9% | +51.4% | -35.4% | +15.1% |
| 5Y | -20.6% | -51.1% | +30.5% | -23.0% |
| All | -20.6% | -54.0% | +33.4% | -23.0% |
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