-20.7%
PFE vs B
+153.8%
-174.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.0% | -1.1% |
| 7D | +1.8% | -1.6% | +3.3% | +1.9% |
| 30D | +10.2% | +9.4% | +0.8% | +9.3% |
| 3M | +12.7% | +5.0% | +7.7% | +11.9% |
| 6M | +10.5% | -3.5% | +14.1% | +10.3% |
| YTD | +20.2% | +4.5% | +15.7% | +18.9% |
| 1Y | +24.1% | +67.8% | -43.7% | +17.6% |
| 3Y | -3.6% | +196.7% | -200.3% | -13.9% |
| All | -20.7% | +153.8% | -174.5% | -31.7% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 B 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