+20.9%
PFE vs FFIV
+102.8%
-81.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.6% | +0.5% |
| 7D | -0.7% | -4.2% | +3.5% | -0.4% |
| 30D | +5.3% | -33.9% | +39.2% | +8.3% |
| 3M | +10.1% | -22.6% | +32.7% | +11.6% |
| 6M | +18.0% | -10.4% | +28.4% | +17.2% |
| YTD | +25.8% | +24.3% | +1.5% | +19.2% |
| 1Y | +28.4% | +31.8% | -3.4% | +20.6% |
| 3Y | +20.9% | +99.5% | -78.6% | +1.5% |
| All | +20.9% | +102.8% | -81.9% | +1.5% |
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