-20.7%
PFE vs DOCU
-78.0%
+57.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +9.6% |
| 3M | +12.7% | +34.3% | -21.6% | +11.6% |
| 6M | +10.5% | +48.0% | -37.5% | +9.1% |
| YTD | +20.2% | 0.0% | +20.1% | +19.8% |
| 1Y | +24.1% | -10.3% | +34.3% | +23.9% |
| 3Y | -3.6% | +32.4% | -36.0% | -5.2% |
| All | -20.7% | -78.0% | +57.3% | -31.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling