+175.5%
PFE vs CAPR
-99.1%
+274.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.7% | -6.3% | -1.7% |
| 7D | -3.7% | +41.1% | -44.8% | -3.9% |
| 30D | +5.0% | +11.1% | -6.1% | +4.9% |
| 3M | +12.2% | +115.3% | -103.1% | +11.4% |
| 6M | +14.6% | -73.8% | +88.4% | +15.0% |
| YTD | +24.1% | -68.8% | +92.9% | +24.4% |
| 1Y | +26.6% | +43.3% | -16.7% | +23.6% |
| 3Y | +14.3% | +214.7% | -200.4% | +10.2% |
| 5Y | -21.9% | +141.3% | -163.2% | -24.9% |
| 10Y | +62.6% | -67.0% | +129.7% | +53.3% |
| All | +175.5% | -99.1% | +274.6% | +150.9% |
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