+10.1%
PFE vs FIG
-18.6%
+28.8%
-5.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.0% | +4.4% | +0.8% |
| 7D | -0.7% | -11.4% | +10.7% | +0.3% |
| 30D | +5.3% | -17.2% | +22.5% | +6.6% |
| 3M | +10.1% | -26.6% | +36.7% | +12.3% |
| All | +10.1% | -18.6% | +28.8% | +12.3% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling