+36.9%
PFE vs FIG
-78.1%
+115.0%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.0% | +4.4% | +0.5% |
| 7D | -0.7% | -11.4% | +10.7% | -0.6% |
| 30D | +5.3% | -17.2% | +22.5% | +5.5% |
| 3M | +10.1% | -26.6% | +36.7% | +10.3% |
| 6M | +18.0% | -9.8% | +27.9% | +18.2% |
| YTD | +25.8% | -50.1% | +76.0% | +24.4% |
| 1Y | +28.4% | -58.1% | +86.5% | +26.5% |
| All | +36.9% | -78.1% | +115.0% | +29.8% |
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