+1,484.4%
PFE vs ALL
+3,598.8%
-2,114.3%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.5% | +2.8% | -0.4% |
| 7D | -3.7% | -1.9% | -1.8% | -3.2% |
| 30D | +5.0% | +13.8% | -8.8% | +1.2% |
| 3M | +12.2% | -7.0% | +19.2% | +14.2% |
| 6M | +14.6% | +18.0% | -3.5% | +8.7% |
| YTD | +24.1% | +24.2% | -0.1% | +15.7% |
| 1Y | +26.6% | +31.2% | -4.6% | +16.1% |
| 3Y | +14.3% | +107.5% | -93.2% | -9.4% |
| 5Y | -21.9% | +144.8% | -166.7% | -42.2% |
| 10Y | +62.6% | +375.8% | -313.1% | -2.6% |
| All | +1,484.4% | +3,598.8% | -2,114.3% | +514.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling