+3,449.8%
PFE vs C
+1,026.3%
+2,423.6%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -5.0% | +2.1% | -2.0% |
| 7D | -0.2% | -5.3% | +5.1% | +0.8% |
| 30D | +8.7% | -7.3% | +16.0% | +10.2% |
| 3M | +15.8% | -13.5% | +29.2% | +18.9% |
| 6M | +16.8% | -6.5% | +23.3% | +17.9% |
| YTD | +26.2% | +3.6% | +22.6% | +24.3% |
| 1Y | +29.9% | +18.9% | +11.0% | +24.5% |
| 3Y | +15.9% | +205.0% | -189.0% | -9.3% |
| 5Y | -20.6% | +109.4% | -130.0% | -34.0% |
| 10Y | +65.4% | +232.9% | -167.6% | +19.6% |
| All | +3,449.8% | +1,026.3% | +2,423.6% | +1,262.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling