+35.6%
PFE vs FIX
+14.3%
+21.3%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -15.1% | +17.7% | +1.8% |
| 7D | +4.6% | -18.9% | +23.5% | +3.5% |
| 30D | +12.3% | -36.3% | +48.6% | +10.4% |
| 3M | +21.2% | -38.5% | +59.7% | +19.0% |
| 6M | +21.1% | -42.3% | +63.4% | +18.9% |
| YTD | +30.0% | +17.1% | +12.9% | +22.5% |
| 1Y | +35.6% | +14.4% | +21.2% | +28.1% |
| All | +35.6% | +14.3% | +21.3% | +28.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX 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 1y: compounded portfolio wealth divided by compounded FIX 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…
1y analysis · Full analysis span regression · 6 months rolling