+21.1%
PFE vs DT
+0.4%
+20.8%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.1% | +0.8% | -2.2% |
| 7D | -2.7% | -4.9% | +2.2% | -2.5% |
| 30D | +3.8% | +2.7% | +1.2% | +3.7% |
| 3M | +10.4% | +20.0% | -9.6% | +9.4% |
| 6M | +6.3% | +28.0% | -21.8% | +4.8% |
| YTD | +17.4% | +16.0% | +1.3% | +16.6% |
| 1Y | +21.1% | +0.7% | +20.4% | +21.1% |
| All | +21.1% | +0.4% | +20.8% | +21.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling