-20.6%
PFE vs F
-13.3%
-7.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.1% | -1.9% | -2.8% |
| 7D | -0.2% | +1.4% | -1.6% | -0.4% |
| 30D | +8.7% | +2.0% | +6.6% | +8.4% |
| 3M | +15.8% | -10.4% | +26.1% | +17.2% |
| 6M | +16.8% | +9.7% | +7.1% | +14.8% |
| YTD | +26.2% | -1.2% | +27.4% | +25.5% |
| 1Y | +29.9% | 0.0% | +29.9% | +29.0% |
| 3Y | +15.9% | +41.1% | -25.2% | +9.2% |
| 5Y | -20.6% | -11.4% | -9.2% | -24.9% |
| All | -20.6% | -13.3% | -7.3% | -24.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling