+28.4%
PFE vs CAPR
+47.8%
-19.4%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -9.9% | +10.4% | +0.5% |
| 7D | -0.7% | +7.6% | -8.4% | -0.7% |
| 30D | +5.3% | +13.3% | -7.9% | +5.2% |
| 3M | +10.1% | +130.4% | -120.3% | +9.6% |
| 6M | +18.0% | -70.8% | +88.8% | +18.3% |
| YTD | +25.8% | -69.3% | +95.1% | +26.0% |
| 1Y | +28.4% | +59.5% | -31.1% | +26.6% |
| All | +28.4% | +47.8% | -19.4% | +26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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