-20.2%
PFE vs DOW
-30.5%
+10.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.3% |
| 7D | -4.7% | -9.4% | +4.7% | -3.1% |
| 30D | +3.4% | +8.9% | -5.6% | +1.8% |
| 3M | +9.2% | +6.7% | +2.5% | +7.7% |
| 6M | +15.8% | -14.2% | +30.0% | +18.4% |
| YTD | +23.4% | +36.9% | -13.5% | +13.0% |
| 1Y | +25.8% | +45.8% | -19.9% | +13.4% |
| 3Y | +17.8% | -23.9% | +41.8% | +18.6% |
| 5Y | -20.2% | -30.8% | +10.6% | -16.8% |
| All | -20.2% | -30.5% | +10.3% | -16.8% |
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