-21.5%
PFE vs A
+15.4%
-36.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.7% | -3.4% | -2.1% |
| 7D | -3.7% | -0.1% | -3.6% | -3.7% |
| 30D | +5.0% | +3.4% | +1.6% | +3.9% |
| 3M | +12.2% | +23.8% | -11.7% | +5.4% |
| 6M | +14.6% | +49.0% | -34.4% | +1.4% |
| YTD | +24.1% | +29.4% | -5.3% | +14.4% |
| 1Y | +26.6% | +19.4% | +7.2% | +19.5% |
| 3Y | +14.3% | +66.2% | -51.9% | -3.6% |
| All | -21.5% | +15.4% | -36.8% | -34.3% |
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