+46.2%
PFE vs FE
+110.9%
-64.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.5% |
| 7D | -0.7% | -0.5% | -0.2% | -0.6% |
| 30D | +5.3% | +4.3% | +1.0% | +4.2% |
| 3M | +10.1% | +0.4% | +9.7% | +10.0% |
| 6M | +18.0% | +6.9% | +11.1% | +15.8% |
| YTD | +25.8% | +8.0% | +17.8% | +22.9% |
| 1Y | +28.4% | +4.8% | +23.6% | +26.5% |
| 3Y | +20.9% | +49.0% | -28.0% | +7.7% |
| 5Y | -21.5% | +46.2% | -67.7% | -30.2% |
| 10Y | +46.2% | +120.9% | -74.7% | +20.9% |
| All | +46.2% | +110.9% | -64.7% | +20.9% |
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