+35.2%
PFE vs DOV
+286.8%
-251.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.5% |
| 7D | -4.3% | +1.3% | -5.6% | -4.7% |
| 30D | +2.7% | -8.6% | +11.3% | +5.4% |
| 3M | +10.0% | -13.1% | +23.1% | +14.2% |
| 6M | +7.2% | -8.8% | +16.0% | +9.3% |
| YTD | +17.3% | -1.2% | +18.6% | +16.5% |
| 1Y | +20.3% | +10.7% | +9.6% | +15.1% |
| 3Y | -1.6% | +39.3% | -40.9% | -13.9% |
| 5Y | -21.4% | +16.4% | -37.8% | -28.6% |
| 10Y | +35.2% | +302.5% | -267.2% | -19.2% |
| All | +35.2% | +286.8% | -251.5% | -19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DOV.
Daily Out/Under-Performance
Portfolio return minus DOV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOV 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 DOV 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