+114.3%
PFE vs FFIV
+7,518.9%
-7,404.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.2% |
| 7D | +1.8% | -1.0% | +2.7% | +1.8% |
| 30D | +10.2% | -5.1% | +15.3% | +10.5% |
| 3M | +12.7% | -4.5% | +17.1% | +12.9% |
| 6M | +10.5% | +36.5% | -25.9% | +8.1% |
| YTD | +20.2% | +53.0% | -32.8% | +16.5% |
| 1Y | +24.1% | +24.2% | -0.2% | +21.8% |
| 3Y | -3.6% | +137.2% | -140.8% | -9.4% |
| 5Y | -20.9% | +91.8% | -112.6% | -25.1% |
| 10Y | +35.8% | +215.2% | -179.3% | +24.1% |
| All | +114.3% | +7,518.9% | -7,404.6% | +54.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling