+20.3%
PFE vs FBTC
-30.9%
+51.2%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.2% | 0.0% |
| 7D | -4.3% | +1.1% | -5.4% | -4.3% |
| 30D | +2.7% | +22.3% | -19.6% | +1.8% |
| 3M | +10.0% | +26.0% | -16.0% | +8.9% |
| 6M | +7.2% | +13.2% | -6.0% | +6.5% |
| YTD | +17.3% | -10.7% | +28.1% | +17.7% |
| 1Y | +20.3% | -30.0% | +50.3% | +25.1% |
| All | +20.3% | -30.9% | +51.2% | +25.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FBTC.
Daily Out/Under-Performance
Portfolio return minus FBTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FBTC 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 1y: compounded portfolio wealth divided by compounded FBTC 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…
1y analysis · Full analysis span regression · 6 months rolling