-23.8%
PFE vs FFIV
+35.3%
-59.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.7% | +2.9% | +0.5% |
| 7D | -1.7% | -0.5% | -1.2% | -1.6% |
| 30D | +0.3% | -32.4% | +32.7% | +4.7% |
| 3M | +9.4% | -25.7% | +35.1% | +12.5% |
| 6M | +14.9% | -13.5% | +28.4% | +15.1% |
| YTD | +23.8% | +21.1% | +2.7% | +16.7% |
| 1Y | +19.5% | +29.4% | -9.9% | +11.3% |
| 3Y | +21.0% | +94.9% | -73.9% | +2.2% |
| All | -23.8% | +35.3% | -59.1% | -36.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling