+60.6%
PFE vs FFIV
+126.1%
-65.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.4% | -1.6% |
| 7D | -3.7% | -8.1% | +4.4% | -2.3% |
| 30D | +5.0% | -33.4% | +38.4% | +12.0% |
| 3M | +12.2% | -24.7% | +36.9% | +16.7% |
| 6M | +14.6% | -8.8% | +23.4% | +14.3% |
| YTD | +24.1% | +21.8% | +2.4% | +15.9% |
| 1Y | +26.6% | +25.3% | +1.3% | +17.4% |
| 3Y | +14.3% | +101.2% | -86.8% | -6.7% |
| 5Y | -21.9% | +40.2% | -62.1% | -32.3% |
| All | +60.6% | +126.1% | -65.5% | +15.0% |
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