+34.3%
PFE vs FIG
-77.2%
+111.5%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.1% | -3.7% | -0.6% |
| 7D | -4.7% | -12.6% | +7.9% | -4.6% |
| 30D | +3.4% | -13.8% | +17.1% | +3.5% |
| 3M | +9.2% | -16.7% | +25.9% | +9.4% |
| 6M | +15.8% | -6.1% | +21.9% | +15.9% |
| YTD | +23.4% | -48.1% | +71.5% | +22.1% |
| 1Y | +25.8% | -56.2% | +82.0% | +23.9% |
| All | +34.3% | -77.2% | +111.5% | +27.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FIG.
Daily Out/Under-Performance
Portfolio return minus FIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIG 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 10y: compounded portfolio wealth divided by compounded FIG 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…
10y analysis · Full analysis span regression · 6 months rolling