+23.2%
PFE vs DT
-4.9%
+28.1%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | +0.2% |
| 7D | -3.0% | -5.4% | +2.5% | -2.7% |
| 30D | +5.2% | -32.2% | +37.4% | +6.6% |
| 3M | +12.2% | -10.9% | +23.2% | +12.4% |
| 6M | +17.8% | +10.0% | +7.8% | +17.1% |
| YTD | +26.2% | +2.1% | +24.1% | +25.9% |
| 1Y | +23.2% | -5.5% | +28.7% | +24.8% |
| All | +23.2% | -4.9% | +28.1% | +24.8% |
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