+46.2%
PFE vs FIX
+3,723.8%
-3,677.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.5% |
| 7D | -0.7% | -13.9% | +13.2% | +0.2% |
| 30D | +5.3% | -35.5% | +40.9% | +8.7% |
| 3M | +10.1% | -33.9% | +44.1% | +13.1% |
| 6M | +18.0% | -43.3% | +61.3% | +22.3% |
| YTD | +25.8% | +18.7% | +7.1% | +20.1% |
| 1Y | +28.4% | +13.8% | +14.7% | +22.9% |
| 3Y | +20.9% | +495.0% | -474.0% | -10.9% |
| 5Y | -21.5% | +1,049.0% | -1,070.6% | -49.8% |
| 10Y | +46.2% | +3,644.4% | -3,598.2% | -25.1% |
| All | +46.2% | +3,723.8% | -3,677.6% | -25.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling