+34.4%
PFE vs FIG
-77.7%
+112.1%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.8% | -2.1% |
| 7D | -2.1% | +2.6% | -4.7% | -2.1% |
| 30D | +3.1% | -13.1% | +16.2% | +3.2% |
| 3M | +11.2% | -20.3% | +31.5% | +11.3% |
| 6M | +15.0% | -2.1% | +17.2% | +15.2% |
| YTD | +23.5% | -49.4% | +72.9% | +22.2% |
| 1Y | +18.9% | -57.0% | +75.9% | +17.1% |
| All | +34.4% | -77.7% | +112.1% | +27.4% |
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