-20.2%
PFE vs C
+113.1%
-133.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.5% | -3.0% | -0.9% |
| 7D | -4.7% | -0.9% | -3.8% | -4.6% |
| 30D | +3.4% | -5.4% | +8.8% | +4.2% |
| 3M | +9.2% | -9.2% | +18.4% | +10.7% |
| 6M | +15.8% | -1.8% | +17.6% | +15.6% |
| YTD | +23.4% | +6.7% | +16.8% | +21.1% |
| 1Y | +25.8% | +23.5% | +2.3% | +20.3% |
| 3Y | +17.8% | +219.8% | -201.9% | -6.7% |
| 5Y | -20.2% | +112.4% | -132.6% | -38.4% |
| All | -20.2% | +113.1% | -133.3% | -38.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling