+49.6%
PFE vs DOV
+361.0%
-311.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.5% | -5.0% | -1.9% |
| 7D | -4.7% | -1.4% | -3.3% | -4.4% |
| 30D | +3.4% | +12.8% | -9.4% | -0.3% |
| 3M | +9.2% | +1.1% | +8.1% | +8.6% |
| 6M | +15.8% | -2.6% | +18.4% | +16.0% |
| YTD | +23.4% | +9.9% | +13.6% | +18.6% |
| 1Y | +25.8% | +19.3% | +6.5% | +17.9% |
| 3Y | +17.8% | +68.4% | -50.5% | -2.9% |
| 5Y | -20.2% | +29.1% | -49.3% | -29.7% |
| 10Y | +49.6% | +340.2% | -290.6% | -6.9% |
| All | +49.6% | +361.0% | -311.4% | -6.9% |
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