+1,510.9%
PFE vs ALL
+3,705.7%
-2,194.9%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.2% |
| 7D | -3.0% | -2.6% | -0.4% | -2.3% |
| 30D | +5.2% | +12.7% | -7.5% | +1.7% |
| 3M | +12.2% | +0.4% | +11.8% | +11.9% |
| 6M | +17.8% | +23.8% | -6.0% | +10.3% |
| YTD | +26.2% | +27.8% | -1.6% | +16.7% |
| 1Y | +23.2% | +28.9% | -5.7% | +13.6% |
| 3Y | +21.3% | +113.9% | -92.6% | -4.7% |
| 5Y | -23.1% | +157.4% | -180.5% | -43.9% |
| 10Y | +50.7% | +369.0% | -318.3% | -9.4% |
| All | +1,510.9% | +3,705.7% | -2,194.9% | +519.3% |
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