-23.1%
PFE vs CAPR
+219.7%
-242.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +26.5% | -26.2% | +0.1% |
| 7D | -3.0% | +25.8% | -28.7% | -3.1% |
| 30D | +5.2% | +50.2% | -45.0% | +4.8% |
| 3M | +12.2% | +185.5% | -173.2% | +11.2% |
| 6M | +17.8% | -64.8% | +82.6% | +18.0% |
| YTD | +26.2% | -61.1% | +87.3% | +26.2% |
| 1Y | +23.2% | +81.0% | -57.8% | +19.9% |
| 3Y | +21.3% | +300.7% | -279.4% | +16.6% |
| 5Y | -23.1% | +223.3% | -246.4% | -27.2% |
| All | -23.1% | +219.7% | -242.8% | -27.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling