+3,391.6%
PFE vs DOV
+6,322.5%
-2,930.9%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.3% | -1.8% |
| 7D | -3.7% | -1.9% | -1.8% | -3.2% |
| 30D | +5.0% | +8.3% | -3.3% | +2.5% |
| 3M | +12.2% | -3.1% | +15.2% | +13.0% |
| 6M | +14.6% | -9.8% | +24.4% | +17.3% |
| YTD | +24.1% | +5.2% | +18.9% | +21.1% |
| 1Y | +26.6% | +15.3% | +11.2% | +20.1% |
| 3Y | +14.3% | +58.8% | -44.5% | -2.8% |
| 5Y | -21.9% | +26.6% | -48.5% | -30.1% |
| 10Y | +62.6% | +351.6% | -289.0% | -3.2% |
| All | +3,391.6% | +6,322.5% | -2,930.9% | +724.9% |
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 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