+16.8%
PFE vs DOCU
+63.4%
-46.5%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.0% | -1.0% | -2.9% |
| 7D | -0.2% | -3.2% | +3.0% | -0.1% |
| 30D | +8.7% | +15.7% | -7.0% | +8.0% |
| 3M | +15.8% | +37.3% | -21.5% | +14.2% |
| 6M | +16.8% | +63.1% | -46.3% | +15.2% |
| All | +16.8% | +63.4% | -46.5% | +15.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling