+49.6%
PFE vs A
+328.7%
-279.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.1% | -3.6% | -1.6% |
| 7D | -4.7% | +4.8% | -9.5% | -6.2% |
| 30D | +3.4% | +5.6% | -2.3% | +1.3% |
| 3M | +9.2% | +23.6% | -14.4% | +1.4% |
| 6M | +15.8% | +56.4% | -40.5% | -1.7% |
| YTD | +23.4% | +33.4% | -10.0% | +10.4% |
| 1Y | +25.8% | +23.7% | +2.1% | +15.6% |
| 3Y | +17.8% | +71.0% | -53.2% | -5.8% |
| 5Y | -20.2% | +16.8% | -37.0% | -28.6% |
| 10Y | +49.6% | +323.8% | -274.2% | -20.5% |
| All | +49.6% | +328.7% | -279.1% | -20.5% |
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