+24.5%
PFE vs DOCU
+104.2%
-79.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | 0.0% | -1.6% |
| 7D | -3.7% | -5.5% | +1.8% | -3.5% |
| 30D | +5.0% | +12.6% | -7.7% | +4.5% |
| 3M | +12.2% | +36.4% | -24.2% | +10.8% |
| 6M | +14.6% | +66.8% | -52.2% | +12.2% |
| YTD | +24.1% | +13.5% | +10.7% | +23.0% |
| 1Y | +26.6% | +11.3% | +15.3% | +25.5% |
| 3Y | +14.3% | +92.1% | -77.7% | +10.2% |
| 5Y | -21.9% | -71.0% | +49.1% | -22.3% |
| All | +24.5% | +104.2% | -79.8% | -1.5% |
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