+13.6%
PFE vs DT
+72.4%
-58.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.8% | -0.6% |
| 7D | -4.7% | -20.2% | +15.5% | -3.4% |
| 30D | +3.4% | -30.8% | +34.1% | +5.7% |
| 3M | +9.2% | -10.2% | +19.4% | +9.7% |
| 6M | +15.8% | +8.0% | +7.8% | +14.7% |
| YTD | +23.4% | +1.5% | +22.0% | +22.5% |
| 1Y | +25.8% | -6.9% | +32.7% | +25.6% |
| 3Y | +17.8% | -10.9% | +28.8% | +17.1% |
| 5Y | -20.2% | -42.2% | +22.0% | -19.5% |
| All | +13.6% | +72.4% | -58.8% | -3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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