+180.1%
PFE vs CAPR
-99.1%
+279.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.6% | +0.6% | -2.9% |
| 7D | -0.2% | +29.7% | -29.9% | -0.4% |
| 30D | +8.7% | +11.0% | -2.3% | +8.5% |
| 3M | +15.8% | +118.8% | -103.1% | +15.0% |
| 6M | +16.8% | -73.9% | +90.7% | +17.3% |
| YTD | +26.2% | -70.2% | +96.4% | +26.5% |
| 1Y | +29.9% | +38.3% | -8.3% | +26.9% |
| 3Y | +15.9% | +199.7% | -183.7% | +11.8% |
| 5Y | -20.6% | +130.6% | -151.2% | -23.6% |
| 10Y | +65.4% | -68.5% | +133.9% | +55.9% |
| All | +180.1% | -99.1% | +279.2% | +155.1% |
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