+1,433.8%
PFE vs ALL
+3,667.9%
-2,234.1%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -0.9% |
| 7D | +1.8% | 0.0% | +1.7% | +1.7% |
| 30D | +10.2% | -1.5% | +11.7% | +10.6% |
| 3M | +12.7% | +23.6% | -10.9% | +5.8% |
| 6M | +10.5% | +22.3% | -11.8% | +3.9% |
| YTD | +20.2% | +26.5% | -6.4% | +11.6% |
| 1Y | +24.1% | +27.0% | -2.9% | +14.9% |
| 3Y | -3.6% | +149.6% | -153.1% | -27.5% |
| 5Y | -20.9% | +118.1% | -138.9% | -39.4% |
| 10Y | +35.8% | +369.0% | -333.1% | -18.2% |
| All | +1,433.8% | +3,667.9% | -2,234.1% | +492.4% |
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