+3,280.0%
PFE vs DOV
+5,976.9%
-2,696.9%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.2% | -1.5% |
| 7D | +1.8% | -2.7% | +4.4% | +2.5% |
| 30D | +10.2% | -8.1% | +18.3% | +12.9% |
| 3M | +12.7% | -9.4% | +22.1% | +15.5% |
| 6M | +10.5% | -12.6% | +23.1% | +14.1% |
| YTD | +20.2% | -0.5% | +20.6% | +19.3% |
| 1Y | +24.1% | +9.2% | +14.8% | +19.6% |
| 3Y | -3.6% | +34.1% | -37.7% | -13.7% |
| 5Y | -20.9% | +17.3% | -38.1% | -27.5% |
| 10Y | +35.8% | +284.9% | -249.1% | -15.4% |
| All | +3,280.0% | +5,976.9% | -2,696.9% | +712.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling