-2.5%
PFE vs CAPR
+40.5%
-43.0%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.5% | -1.3% |
| 7D | +1.8% | -2.0% | +3.7% | +1.8% |
| 30D | +10.2% | +139.2% | -129.0% | +9.5% |
| 3M | +12.7% | -66.4% | +79.0% | +13.0% |
| 6M | +10.5% | -63.1% | +73.7% | +10.7% |
| YTD | +20.2% | -67.4% | +87.6% | +20.4% |
| 1Y | +24.1% | +58.2% | -34.2% | +21.0% |
| All | -2.5% | +40.5% | -43.0% | -8.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling