+26.0%
PFE vs ALL
+28.9%
-2.9%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.5% |
| 7D | -4.7% | -3.9% | -0.8% | -4.1% |
| 30D | +3.4% | +10.6% | -7.3% | +2.5% |
| 3M | +9.2% | -4.6% | +13.8% | +10.1% |
| 6M | +15.8% | +20.2% | -4.4% | +14.1% |
| YTD | +23.4% | +23.7% | -0.3% | +20.9% |
| All | +26.0% | +28.9% | -2.9% | +23.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling