+35.6%
PFE vs FFIV
+216.0%
-180.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.2% |
| 7D | +1.8% | -1.0% | +2.7% | +1.9% |
| 30D | +10.2% | -5.1% | +15.3% | +11.1% |
| 3M | +12.7% | -4.5% | +17.1% | +13.1% |
| 6M | +10.5% | +36.5% | -25.9% | +3.0% |
| YTD | +20.2% | +53.0% | -32.8% | +8.9% |
| 1Y | +24.1% | +24.2% | -0.2% | +17.1% |
| 3Y | -3.6% | +137.2% | -140.8% | -22.3% |
| 5Y | -20.9% | +91.8% | -112.6% | -34.8% |
| All | +35.6% | +216.0% | -180.5% | -5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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