+2.1%
PFE vs DOW
-15.8%
+17.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.0% | +1.8% | -0.6% |
| 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% | +15.9% |
| 6M | +10.5% | -7.0% | +17.5% | +10.5% |
| YTD | +20.2% | +30.2% | -10.0% | +10.9% |
| 1Y | +24.1% | +29.2% | -5.1% | +14.0% |
| 3Y | -3.6% | -36.7% | +33.1% | +2.1% |
| 5Y | -20.9% | -37.7% | +16.8% | -17.0% |
| All | +2.1% | -15.8% | +17.9% | -12.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling