+3,280.0%
PFE vs F
+639.5%
+2,640.4%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.5% | -2.7% | -1.5% |
| 7D | +1.8% | +5.3% | -3.6% | +0.9% |
| 30D | +10.2% | +4.6% | +5.6% | +9.4% |
| 3M | +12.7% | -3.7% | +16.3% | +13.2% |
| 6M | +10.5% | +16.8% | -6.3% | +7.0% |
| YTD | +20.2% | +15.3% | +4.9% | +16.5% |
| 1Y | +24.1% | +31.0% | -6.9% | +17.6% |
| 3Y | -3.6% | +45.4% | -49.0% | -11.6% |
| 5Y | -20.9% | +54.7% | -75.5% | -30.6% |
| 10Y | +35.8% | +98.2% | -62.4% | +9.1% |
| All | +3,280.0% | +639.5% | +2,640.4% | +1,573.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling