-23.8%
PFE vs ALM
+410.2%
-434.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +7.7% | -7.5% | +0.2% |
| 7D | -1.7% | +1.2% | -2.9% | -1.7% |
| 30D | +0.3% | -19.3% | +19.7% | +0.4% |
| 3M | +9.4% | -40.6% | +50.0% | +9.6% |
| 6M | +14.9% | -57.9% | +72.8% | +15.3% |
| YTD | +23.8% | -6.7% | +30.5% | +23.4% |
| 1Y | +19.5% | +20.2% | -0.7% | +18.8% |
| 3Y | +21.0% | +879.4% | -858.4% | +17.6% |
| All | -23.8% | +410.2% | -434.0% | -26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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