+141.1%
PFE vs FIVE
+826.1%
-685.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.3% | +1.3% | -2.5% |
| 7D | -0.2% | -1.7% | +1.5% | -0.1% |
| 30D | +8.7% | +14.9% | -6.3% | +7.1% |
| 3M | +15.8% | +7.6% | +8.1% | +14.7% |
| 6M | +16.8% | +6.4% | +10.4% | +15.6% |
| YTD | +26.2% | +28.1% | -1.9% | +22.2% |
| 1Y | +29.9% | +54.7% | -24.8% | +23.4% |
| 3Y | +15.9% | +36.1% | -20.1% | +8.3% |
| 5Y | -20.6% | +14.9% | -35.5% | -25.9% |
| 10Y | +65.4% | +578.8% | -513.5% | +22.3% |
| All | +141.1% | +826.1% | -685.0% | +72.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling