+80.9%
PFE vs ALM
+7,705.7%
-7,624.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -1.2% |
| 7D | +1.8% | -2.6% | +4.4% | +1.8% |
| 30D | +10.2% | +32.0% | -21.8% | +10.2% |
| 3M | +12.7% | -15.0% | +27.7% | +12.7% |
| 6M | +10.5% | -10.1% | +20.7% | +10.5% |
| YTD | +20.2% | +99.4% | -79.3% | +20.0% |
| 1Y | +24.1% | +316.4% | -292.3% | +23.8% |
| 3Y | -3.6% | +2,022.0% | -2,025.5% | -4.0% |
| 5Y | -20.9% | +941.2% | -962.0% | -21.2% |
| 10Y | +35.8% | +2,950.3% | -2,914.5% | +35.2% |
| All | +80.9% | +7,705.7% | -7,624.9% | +79.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling