+46.2%
PFE vs FFIV
+126.0%
-79.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.6% | +0.5% |
| 7D | -0.7% | -4.2% | +3.5% | 0.0% |
| 30D | +5.3% | -33.9% | +39.2% | +12.6% |
| 3M | +10.1% | -22.6% | +32.7% | +14.0% |
| 6M | +18.0% | -10.4% | +28.4% | +18.2% |
| YTD | +25.8% | +24.3% | +1.5% | +17.1% |
| 1Y | +28.4% | +31.8% | -3.4% | +18.0% |
| 3Y | +20.9% | +99.5% | -78.6% | -0.8% |
| 5Y | -21.5% | +40.7% | -62.3% | -31.8% |
| 10Y | +46.2% | +126.9% | -80.7% | +7.9% |
| All | +46.2% | +126.0% | -79.8% | +7.9% |
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