+23.2%
PFE vs FFIV
+32.9%
-9.7%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.5% | +0.3% |
| 7D | -3.0% | -2.9% | 0.0% | -3.0% |
| 30D | +5.2% | -32.4% | +37.6% | +5.1% |
| 3M | +12.2% | -22.7% | +34.9% | +12.3% |
| 6M | +17.8% | -10.7% | +28.5% | +16.3% |
| YTD | +26.2% | +25.4% | +0.8% | +18.8% |
| 1Y | +23.2% | +34.2% | -11.0% | +13.1% |
| All | +23.2% | +32.9% | -9.7% | +13.1% |
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