-23.8%
PFE vs ALL
+161.6%
-185.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.1% | +0.1% |
| 7D | -1.7% | +5.0% | -6.7% | -2.6% |
| 30D | +0.3% | +13.3% | -13.0% | -1.9% |
| 3M | +9.4% | +3.2% | +6.2% | +8.7% |
| 6M | +14.9% | +25.3% | -10.5% | +10.0% |
| YTD | +23.8% | +30.5% | -6.7% | +17.4% |
| 1Y | +19.5% | +29.2% | -9.7% | +13.5% |
| 3Y | +21.0% | +119.1% | -98.1% | +2.6% |
| All | -23.8% | +161.6% | -185.4% | -36.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling