+48.8%
PFE vs FFIV
+118.6%
-69.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.7% | +2.9% | +0.7% |
| 7D | -1.7% | -0.5% | -1.2% | -1.6% |
| 30D | +0.3% | -32.4% | +32.7% | +6.8% |
| 3M | +9.4% | -25.7% | +35.1% | +14.1% |
| 6M | +14.9% | -13.5% | +28.4% | +15.8% |
| YTD | +23.8% | +21.1% | +2.7% | +15.7% |
| 1Y | +19.5% | +29.4% | -9.9% | +10.1% |
| 3Y | +21.0% | +94.9% | -73.9% | -0.4% |
| 5Y | -23.9% | +34.7% | -58.6% | -33.3% |
| All | +48.8% | +118.6% | -69.8% | +10.0% |
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