-23.8%
PFE vs F
-15.5%
-8.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | -1.7% | -3.1% | +1.4% | -1.3% |
| 30D | +0.3% | 0.0% | +0.3% | +0.3% |
| 3M | +9.4% | -13.2% | +22.6% | +11.3% |
| 6M | +14.9% | -10.2% | +25.1% | +16.0% |
| YTD | +23.8% | -4.9% | +28.7% | +23.7% |
| 1Y | +19.5% | -6.1% | +25.6% | +19.6% |
| 3Y | +21.0% | +46.0% | -24.9% | +13.5% |
| All | -23.8% | -15.5% | -8.2% | -27.7% |
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