-23.8%
PFE vs FITB
+48.6%
-72.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | 0.0% |
| 7D | -1.7% | +2.8% | -4.5% | -2.1% |
| 30D | +0.3% | +9.8% | -9.4% | -1.2% |
| 3M | +9.4% | -5.2% | +14.5% | +10.2% |
| 6M | +14.9% | +17.3% | -2.4% | +11.6% |
| YTD | +23.8% | +19.3% | +4.5% | +19.5% |
| 1Y | +19.5% | +32.7% | -13.2% | +13.3% |
| 3Y | +21.0% | +141.6% | -120.6% | +4.1% |
| All | -23.8% | +48.6% | -72.4% | -28.4% |
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