-21.5%
PFE vs FITB
+44.6%
-66.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.9% | -1.5% |
| 7D | -3.7% | -1.5% | -2.2% | -3.4% |
| 30D | +5.0% | +5.8% | -0.9% | +4.0% |
| 3M | +12.2% | -6.1% | +18.3% | +13.2% |
| 6M | +14.6% | +5.9% | +8.6% | +13.2% |
| YTD | +24.1% | +16.1% | +8.0% | +20.4% |
| 1Y | +26.6% | +28.8% | -2.3% | +20.5% |
| 3Y | +14.3% | +126.0% | -111.7% | -0.7% |
| All | -21.5% | +44.6% | -66.1% | -25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 5y: compounded portfolio wealth divided by compounded FITB 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…
5y analysis · Full analysis span regression · 6 months rolling