-22.2%
PFE vs DOV
+19.9%
-42.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.0% | -3.3% | -2.5% |
| 7D | -2.7% | +2.5% | -5.2% | -3.2% |
| 30D | +3.8% | -7.5% | +11.4% | +5.7% |
| 3M | +10.4% | -9.7% | +20.1% | +12.7% |
| 6M | +6.3% | -6.1% | +12.3% | +7.1% |
| YTD | +17.4% | +0.5% | +16.9% | +16.1% |
| 1Y | +21.1% | +10.5% | +10.6% | +16.8% |
| 3Y | -1.6% | +41.7% | -43.3% | -12.3% |
| 5Y | -22.2% | +18.4% | -40.6% | -34.0% |
| All | -22.2% | +19.9% | -42.1% | -34.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling