-0.2%
PFE vs DOW
-15.4%
+15.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.4% | -2.8% | -2.4% |
| 7D | -2.7% | -2.9% | +0.3% | -2.1% |
| 30D | +3.8% | +2.0% | +1.9% | +3.3% |
| 3M | +10.4% | -12.5% | +22.9% | +13.0% |
| 6M | +6.3% | -9.2% | +15.5% | +6.9% |
| YTD | +17.4% | +30.8% | -13.4% | +8.2% |
| 1Y | +21.1% | +29.4% | -8.3% | +11.3% |
| 3Y | -1.6% | -34.6% | +33.0% | +3.4% |
| 5Y | -22.2% | -35.9% | +13.8% | -18.9% |
| All | -0.2% | -15.4% | +15.2% | -14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 DOW 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