+3,449.8%
PFE vs B
+714.7%
+2,735.2%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.5% | -3.5% | -3.0% |
| 7D | -0.2% | +4.3% | -4.6% | -0.4% |
| 30D | +8.7% | -0.9% | +9.6% | +8.6% |
| 3M | +15.8% | -1.4% | +17.1% | +15.7% |
| 6M | +16.8% | +5.0% | +11.8% | +16.3% |
| YTD | +26.2% | -5.8% | +32.0% | +26.0% |
| 1Y | +29.9% | +25.6% | +4.3% | +28.1% |
| 3Y | +15.9% | +161.6% | -145.7% | +10.2% |
| 5Y | -20.6% | +135.2% | -155.8% | -24.5% |
| 10Y | +65.4% | +170.7% | -105.4% | +54.5% |
| All | +3,449.8% | +714.7% | +2,735.2% | +3,226.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling