+3,280.0%
PFE vs FITB
+2,855.6%
+424.3%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.1% | -1.2% |
| 7D | +1.8% | +0.6% | +1.1% | +1.6% |
| 30D | +10.2% | -4.7% | +15.0% | +11.1% |
| 3M | +12.7% | +6.7% | +6.0% | +11.3% |
| 6M | +10.5% | +12.6% | -2.0% | +8.1% |
| YTD | +20.2% | +19.1% | +1.0% | +16.2% |
| 1Y | +24.1% | +22.6% | +1.4% | +19.3% |
| 3Y | -3.6% | +127.1% | -130.7% | -17.1% |
| 5Y | -20.9% | +71.8% | -92.7% | -30.1% |
| 10Y | +35.8% | +287.2% | -251.3% | -0.5% |
| All | +3,280.0% | +2,855.6% | +424.3% | +1,064.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling