-2.5%
PFE vs C
+263.5%
-266.0%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.2% |
| 7D | +1.8% | +3.6% | -1.9% | +1.2% |
| 30D | +10.2% | +0.1% | +10.2% | +10.2% |
| 3M | +12.7% | +2.4% | +10.3% | +12.0% |
| 6M | +10.5% | +24.9% | -14.4% | +6.3% |
| YTD | +20.2% | +19.8% | +0.3% | +16.0% |
| 1Y | +24.1% | +44.9% | -20.8% | +15.6% |
| All | -2.5% | +263.5% | -266.0% | -27.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling