+35.0%
PFE vs FIG
-77.9%
+112.9%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.0% | -3.6% | -1.7% |
| 7D | -3.7% | -13.1% | +9.4% | -3.6% |
| 30D | +5.0% | -13.0% | +18.0% | +5.1% |
| 3M | +12.2% | -21.5% | +33.7% | +12.3% |
| 6M | +14.6% | -2.5% | +17.1% | +14.8% |
| YTD | +24.1% | -49.7% | +73.8% | +22.8% |
| 1Y | +26.6% | -59.1% | +85.7% | +24.5% |
| All | +35.0% | -77.9% | +112.9% | +28.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling