+19.5%
PFE vs DT
-2.7%
+22.2%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | -1.7% | +3.1% | -4.8% | -1.8% |
| 30D | +0.3% | -29.5% | +29.9% | +1.6% |
| 3M | +9.4% | -11.7% | +21.1% | +9.6% |
| 6M | +14.9% | +29.0% | -14.1% | +13.2% |
| YTD | +23.8% | +3.4% | +20.4% | +23.5% |
| 1Y | +19.5% | -4.2% | +23.8% | +21.2% |
| All | +19.5% | -2.7% | +22.2% | +21.2% |
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 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