+20.5%
PFE vs DOCU
+80.0%
-59.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.7% | -4.9% | -1.4% |
| 7D | +1.8% | +6.9% | -5.1% | +1.5% |
| 30D | +10.2% | +19.0% | -8.8% | +9.5% |
| 3M | +12.7% | +34.3% | -21.6% | +11.3% |
| 6M | +10.5% | +48.0% | -37.5% | +8.7% |
| YTD | +20.2% | 0.0% | +20.1% | +19.7% |
| 1Y | +24.1% | -10.3% | +34.3% | +23.9% |
| 3Y | -3.6% | +32.4% | -36.0% | -5.7% |
| 5Y | -20.9% | -77.9% | +57.1% | -20.4% |
| All | +20.5% | +80.0% | -59.5% | -4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCU.
Daily Out/Under-Performance
Portfolio return minus DOCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCU 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 DOCU 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