+14.3%
PFE vs FFIV
+102.2%
-87.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.4% | -1.6% |
| 7D | -3.7% | -8.1% | +4.4% | -3.1% |
| 30D | +5.0% | -33.4% | +38.4% | +7.8% |
| 3M | +12.2% | -24.7% | +36.9% | +13.9% |
| 6M | +14.6% | -8.8% | +23.4% | +13.4% |
| YTD | +24.1% | +21.8% | +2.4% | +17.8% |
| 1Y | +26.6% | +25.3% | +1.3% | +19.5% |
| 3Y | +14.3% | +101.2% | -86.8% | -4.8% |
| All | +14.3% | +102.2% | -87.9% | -4.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling