+10.6%
PFE vs DT
+103.5%
-93.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -1.1% |
| 7D | +1.8% | -3.3% | +5.1% | +2.0% |
| 30D | +10.2% | +2.0% | +8.2% | +10.0% |
| 3M | +12.7% | +20.0% | -7.3% | +11.2% |
| 6M | +10.5% | +39.3% | -28.8% | +7.7% |
| YTD | +20.2% | +19.8% | +0.4% | +18.2% |
| 1Y | +24.1% | +4.3% | +19.8% | +23.1% |
| 3Y | -3.6% | +7.7% | -11.3% | -5.2% |
| 5Y | -20.9% | -26.8% | +6.0% | -21.5% |
| All | +10.6% | +103.5% | -93.0% | -6.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling