-20.7%
PFE vs DOW
-37.6%
+16.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.0% | +1.8% | -0.7% |
| 7D | +1.8% | -2.4% | +4.1% | +2.2% |
| 30D | +10.2% | +0.4% | +9.9% | +10.0% |
| 3M | +12.7% | -14.4% | +27.1% | +15.5% |
| 6M | +10.5% | -7.0% | +17.5% | +10.2% |
| YTD | +20.2% | +30.2% | -10.0% | +11.0% |
| 1Y | +24.1% | +29.2% | -5.1% | +14.1% |
| 3Y | -3.6% | -36.7% | +33.1% | +1.2% |
| All | -20.7% | -37.6% | +16.8% | -17.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling