+48.5%
PFE vs FE
+123.7%
-75.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.0% | -2.1% |
| 7D | -2.1% | -0.3% | -1.8% | -2.0% |
| 30D | +3.1% | +3.9% | -0.8% | +2.1% |
| 3M | +11.2% | -0.1% | +11.3% | +11.2% |
| 6M | +15.0% | +6.1% | +9.0% | +13.1% |
| YTD | +23.5% | +8.1% | +15.5% | +20.7% |
| 1Y | +18.9% | +4.4% | +14.5% | +17.2% |
| 3Y | +18.7% | +49.0% | -30.3% | +5.8% |
| 5Y | -24.0% | +46.1% | -70.2% | -32.4% |
| All | +48.5% | +123.7% | -75.2% | +23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 10y: compounded portfolio wealth divided by compounded FE 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…
10y analysis · Full analysis span regression · 6 months rolling