+14.3%
PFE vs F
+40.1%
-25.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.5% |
| 7D | -3.7% | +1.6% | -5.3% | -3.9% |
| 30D | +5.0% | +2.6% | +2.3% | +4.5% |
| 3M | +12.2% | -8.8% | +21.0% | +13.6% |
| 6M | +14.6% | +4.6% | +10.0% | +12.9% |
| YTD | +24.1% | -1.9% | +26.0% | +23.3% |
| 1Y | +26.6% | -0.8% | +27.3% | +25.5% |
| 3Y | +14.3% | +43.5% | -29.2% | +6.1% |
| All | +14.3% | +40.1% | -25.8% | +6.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling