+166.7%
PFE vs CAPR
-99.1%
+265.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +9.4% |
| 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% | +21.1% |
| 3Y | -3.6% | +42.2% | -45.8% | -6.6% |
| 5Y | -20.9% | +87.3% | -108.1% | -23.8% |
| 10Y | +35.8% | -75.3% | +111.1% | +28.4% |
| All | +166.7% | -99.1% | +265.8% | +142.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling