+46.2%
PFE vs A
+312.5%
-266.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.7% | +0.9% |
| 7D | -0.7% | +1.4% | -2.1% | -1.2% |
| 30D | +5.3% | +4.3% | +1.0% | +3.7% |
| 3M | +10.1% | +19.8% | -9.7% | +3.3% |
| 6M | +18.0% | +54.4% | -36.3% | +0.6% |
| YTD | +25.8% | +31.7% | -5.9% | +13.0% |
| 1Y | +28.4% | +22.4% | +6.0% | +18.4% |
| 3Y | +20.9% | +67.7% | -46.8% | -2.6% |
| 5Y | -21.5% | +15.7% | -37.3% | -29.6% |
| 10Y | +46.2% | +308.7% | -262.5% | -19.2% |
| All | +46.2% | +312.5% | -266.3% | -19.2% |
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