+13.7%
PFE vs DT
+76.1%
-62.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.5% | -3.6% | -2.2% |
| 7D | -2.1% | +2.7% | -4.9% | -2.3% |
| 30D | +3.1% | -30.4% | +33.5% | +5.4% |
| 3M | +11.2% | -9.4% | +20.6% | +11.6% |
| 6M | +15.0% | +14.5% | +0.5% | +13.5% |
| YTD | +23.5% | +3.6% | +19.9% | +22.4% |
| 1Y | +18.9% | -3.4% | +22.3% | +18.4% |
| 3Y | +18.7% | -11.1% | +29.8% | +18.0% |
| 5Y | -24.0% | -39.5% | +15.4% | -23.6% |
| All | +13.7% | +76.1% | -62.4% | -3.3% |
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