+48.8%
PFE vs DOV
+325.7%
-276.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | -1.7% | +3.0% | -4.7% | -2.6% |
| 30D | +0.3% | +8.6% | -8.2% | -2.2% |
| 3M | +9.4% | +1.9% | +7.5% | +8.5% |
| 6M | +14.9% | -1.7% | +16.6% | +14.7% |
| YTD | +23.8% | +8.3% | +15.5% | +19.5% |
| 1Y | +19.5% | +16.6% | +3.0% | +12.8% |
| 3Y | +21.0% | +65.1% | -44.1% | +0.4% |
| 5Y | -23.9% | +29.2% | -53.0% | -33.0% |
| All | +48.8% | +325.7% | -276.9% | -3.5% |
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