+27.7%
PFE vs FIG
-73.2%
+100.9%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.7% | +3.4% | -2.3% |
| 7D | -2.7% | -16.4% | +13.7% | -2.6% |
| 30D | +3.8% | -2.3% | +6.2% | +3.8% |
| 3M | +10.4% | +7.8% | +2.5% | +10.2% |
| 6M | +6.3% | -21.8% | +28.1% | +5.7% |
| YTD | +17.4% | -39.1% | +56.5% | +15.9% |
| 1Y | +21.1% | -56.6% | +77.8% | +18.9% |
| All | +27.7% | -73.2% | +100.9% | +20.9% |
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