+48.8%
PFE vs FE
+126.1%
-77.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | -0.1% |
| 7D | -1.7% | +1.2% | -2.9% | -2.0% |
| 30D | +0.3% | +4.5% | -4.2% | -0.8% |
| 3M | +9.4% | +1.3% | +8.0% | +8.9% |
| 6M | +14.9% | +8.7% | +6.2% | +12.2% |
| YTD | +23.8% | +9.2% | +14.6% | +20.6% |
| 1Y | +19.5% | +7.0% | +12.6% | +17.0% |
| 3Y | +21.0% | +51.4% | -30.4% | +7.4% |
| 5Y | -23.9% | +47.7% | -71.6% | -32.5% |
| All | +48.8% | +126.1% | -77.3% | +23.3% |
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