-23.8%
PFE vs A
+11.8%
-35.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | +0.1% |
| 7D | -1.7% | -0.5% | -1.2% | -1.6% |
| 30D | +0.3% | 0.0% | +0.4% | +0.2% |
| 3M | +9.4% | +16.7% | -7.3% | +4.5% |
| 6M | +14.9% | +54.8% | -39.9% | +0.5% |
| YTD | +23.8% | +28.8% | -5.0% | +14.2% |
| 1Y | +19.5% | +19.3% | +0.2% | +12.8% |
| 3Y | +21.0% | +65.5% | -44.5% | +2.1% |
| All | -23.8% | +11.8% | -35.6% | -35.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling