+32.9%
PFE vs A
+237.5%
-204.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.7% | +0.3% | -1.4% |
| 7D | -2.7% | -2.1% | -0.6% | -2.0% |
| 30D | +3.8% | +0.6% | +3.2% | +3.6% |
| 3M | +10.4% | +10.9% | -0.5% | +6.2% |
| 6M | +6.3% | +28.2% | -21.9% | -3.6% |
| YTD | +17.4% | +8.6% | +8.8% | +12.8% |
| 1Y | +21.1% | +15.5% | +5.6% | +13.9% |
| 3Y | -1.6% | +31.8% | -33.4% | -13.9% |
| 5Y | -22.2% | -14.9% | -7.3% | -21.8% |
| 10Y | +32.9% | +237.8% | -204.9% | -24.0% |
| All | +32.9% | +237.5% | -204.6% | -24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 10y: compounded portfolio wealth divided by compounded A 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…
10y analysis · Full analysis span regression · 6 months rolling