+50.7%
PFE vs F
+74.7%
-24.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.6% | +0.3% |
| 7D | -3.0% | -2.1% | -0.8% | -2.6% |
| 30D | +5.2% | +3.3% | +1.9% | +4.7% |
| 3M | +12.2% | -11.3% | +23.6% | +14.1% |
| 6M | +17.8% | +5.3% | +12.5% | +16.2% |
| YTD | +26.2% | -2.2% | +28.4% | +25.6% |
| 1Y | +23.2% | -3.5% | +26.7% | +22.8% |
| 3Y | +21.3% | +49.5% | -28.2% | +11.7% |
| 5Y | -23.1% | -13.5% | -9.6% | -25.6% |
| 10Y | +50.7% | +69.0% | -18.3% | +18.5% |
| All | +50.7% | +74.7% | -24.0% | +18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside F.
Daily Out/Under-Performance
Portfolio return minus F return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × F 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 10y: compounded portfolio wealth divided by compounded F 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…
10y analysis · Full analysis span regression · 6 months rolling