-9.3%
PFE vs DOCU
-71.6%
+62.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.2% | +2.5% | +2.6% |
| 7D | +4.6% | -3.7% | +8.3% | +4.7% |
| 30D | +12.3% | +15.0% | -2.6% | +11.9% |
| 3M | +21.2% | +39.9% | -18.7% | +19.9% |
| 6M | +21.1% | +66.2% | -45.1% | +19.2% |
| YTD | +30.0% | +17.7% | +12.3% | +29.0% |
| 1Y | +35.6% | +13.7% | +21.9% | +34.5% |
| 3Y | +19.5% | +95.9% | -76.5% | +16.5% |
| 5Y | -9.3% | -71.7% | +62.4% | -19.5% |
| All | -9.3% | -71.6% | +62.3% | -19.5% |
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 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