+26.6%
PFE vs FIX
+3.4%
+23.2%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +5.4% | -7.1% | -1.4% |
| 7D | -3.7% | -17.5% | +13.8% | -4.6% |
| 30D | +5.0% | -41.6% | +46.5% | +2.8% |
| 3M | +12.2% | -40.6% | +52.8% | +9.9% |
| 6M | +14.6% | -49.4% | +63.9% | +12.3% |
| YTD | +24.1% | +9.2% | +14.9% | +16.5% |
| 1Y | +26.6% | +6.5% | +20.1% | +19.1% |
| All | +26.6% | +3.4% | +23.2% | +19.1% |
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