-23.8%
PFE vs DT
-37.8%
+14.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +1.8% |
| 3M | +9.4% | -11.7% | +21.1% | +9.8% |
| 6M | +14.9% | +29.0% | -14.1% | +13.3% |
| YTD | +23.8% | +3.4% | +20.4% | +23.0% |
| 1Y | +19.5% | -4.2% | +23.8% | +19.2% |
| 3Y | +21.0% | -12.8% | +33.9% | +20.5% |
| All | -23.8% | -37.8% | +14.0% | -33.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling