+16.2%
PFE vs FIVE
+35.4%
-19.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.3% | +1.3% | -2.6% |
| 7D | -0.2% | -1.7% | +1.5% | -0.1% |
| 30D | +8.7% | +14.9% | -6.3% | +7.5% |
| 3M | +15.8% | +7.6% | +8.1% | +15.0% |
| 6M | +16.8% | +6.4% | +10.4% | +15.9% |
| YTD | +26.2% | +28.1% | -1.9% | +23.2% |
| 1Y | +29.9% | +54.7% | -24.8% | +24.9% |
| All | +16.2% | +35.4% | -19.2% | +7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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