-21.5%
PFE vs FIX
+933.9%
-955.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +5.4% | -7.1% | -1.6% |
| 7D | -3.7% | -17.5% | +13.8% | -3.7% |
| 30D | +5.0% | -41.6% | +46.5% | +5.2% |
| 3M | +12.2% | -40.6% | +52.8% | +12.4% |
| 6M | +14.6% | -49.4% | +63.9% | +15.0% |
| YTD | +24.1% | +9.2% | +14.9% | +22.0% |
| 1Y | +26.6% | +6.5% | +20.1% | +24.4% |
| 3Y | +14.3% | +448.7% | -434.4% | +3.1% |
| All | -21.5% | +933.9% | -955.4% | -40.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling