+26.0%
PFE vs FFIV
+28.8%
-2.8%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.2% | -2.8% | -0.5% |
| 7D | -4.7% | -2.1% | -2.6% | -4.7% |
| 30D | +3.4% | -33.8% | +37.1% | +3.1% |
| 3M | +9.2% | -20.6% | +29.8% | +9.2% |
| 6M | +15.8% | -10.2% | +26.1% | +14.4% |
| YTD | +23.4% | +24.5% | -1.0% | +17.3% |
| All | +26.0% | +28.8% | -2.8% | +18.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling