+261.3%
PFE vs FE
+561.4%
-300.2%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.7% | -1.1% |
| 7D | +1.8% | +1.9% | -0.2% | +1.2% |
| 30D | +10.2% | -1.2% | +11.4% | +10.5% |
| 3M | +12.7% | +3.5% | +9.2% | +11.4% |
| 6M | +10.5% | -6.1% | +16.6% | +12.3% |
| YTD | +20.2% | +7.6% | +12.5% | +17.3% |
| 1Y | +24.1% | +11.9% | +12.1% | +19.6% |
| 3Y | -3.6% | +48.4% | -52.0% | -15.0% |
| 5Y | -20.9% | +44.8% | -65.7% | -30.4% |
| 10Y | +35.8% | +115.9% | -80.0% | +1.3% |
| All | +261.3% | +561.4% | -300.2% | +69.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling