+3,449.8%
PFE vs F
+533.8%
+2,916.0%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +8.3% |
| 3M | +15.8% | -10.4% | +26.1% | +17.7% |
| 6M | +16.8% | +9.7% | +7.1% | +14.3% |
| YTD | +26.2% | -1.2% | +27.4% | +25.3% |
| 1Y | +29.9% | 0.0% | +29.9% | +28.7% |
| 3Y | +15.9% | +41.1% | -25.2% | +6.8% |
| 5Y | -20.6% | -11.4% | -9.2% | -23.5% |
| 10Y | +65.4% | +85.0% | -19.6% | +34.1% |
| All | +3,449.8% | +533.8% | +2,916.0% | +1,699.8% |
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