+23.2%
PFE vs FIX
+21.5%
+1.7%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.0% | -4.7% | +0.5% |
| 7D | -3.0% | +6.4% | -9.4% | -2.6% |
| 30D | +5.2% | -29.1% | +34.3% | +4.0% |
| 3M | +12.2% | -31.1% | +43.4% | +10.8% |
| 6M | +17.8% | -42.8% | +60.6% | +16.5% |
| YTD | +26.2% | +24.6% | +1.5% | +17.7% |
| 1Y | +23.2% | +21.9% | +1.2% | +14.8% |
| All | +23.2% | +21.5% | +1.7% | +14.8% |
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