+46.2%
PFE vs ALL
+372.0%
-325.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.9% | -2.4% | -0.4% |
| 7D | -0.7% | -0.1% | -0.6% | -0.7% |
| 30D | +5.3% | +13.8% | -8.5% | +1.4% |
| 3M | +10.1% | -2.8% | +12.9% | +10.8% |
| 6M | +18.0% | +23.7% | -5.6% | +10.2% |
| YTD | +25.8% | +27.3% | -1.5% | +16.1% |
| 1Y | +28.4% | +30.5% | -2.1% | +17.6% |
| 3Y | +20.9% | +113.0% | -92.1% | -7.3% |
| 5Y | -21.5% | +157.6% | -179.1% | -45.4% |
| 10Y | +46.2% | +368.4% | -322.2% | -11.6% |
| All | +46.2% | +372.0% | -325.8% | -11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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