+23.2%
PFE vs C
+24.7%
-1.6%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.3% | +0.2% |
| 7D | -3.0% | -0.4% | -2.5% | -2.9% |
| 30D | +5.2% | -5.3% | +10.5% | +5.7% |
| 3M | +12.2% | -8.0% | +20.3% | +13.0% |
| 6M | +17.8% | -0.3% | +18.1% | +17.0% |
| YTD | +26.2% | +8.6% | +17.5% | +22.7% |
| 1Y | +23.2% | +25.8% | -2.6% | +9.6% |
| All | +23.2% | +24.7% | -1.6% | +9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside C.
Daily Out/Under-Performance
Portfolio return minus C return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × C 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 1y: compounded portfolio wealth divided by compounded C 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…
1y analysis · Full analysis span regression · 6 months rolling