+26.0%
PFE vs DT
-7.6%
+33.7%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.8% | -0.6% |
| 7D | -4.7% | -20.2% | +15.5% | -3.8% |
| 30D | +3.4% | -30.8% | +34.1% | +4.7% |
| 3M | +9.2% | -10.2% | +19.4% | +9.4% |
| 6M | +15.8% | +8.0% | +7.8% | +15.3% |
| YTD | +23.4% | +1.5% | +22.0% | +23.6% |
| All | +26.0% | -7.6% | +33.7% | +28.3% |
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 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