-20.7%
PFE vs FIX
+2,061.9%
-2,082.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.9% | -3.2% | -1.3% |
| 7D | +1.8% | +6.0% | -4.3% | +1.6% |
| 30D | +10.2% | -7.2% | +17.5% | +10.4% |
| 3M | +12.7% | -15.9% | +28.5% | +13.0% |
| 6M | +10.5% | +12.7% | -2.2% | +9.7% |
| YTD | +20.2% | +72.8% | -52.6% | +17.2% |
| 1Y | +24.1% | +122.9% | -98.8% | +19.8% |
| 3Y | -3.6% | +774.3% | -777.9% | -16.5% |
| All | -20.7% | +2,061.9% | -2,082.6% | -44.7% |
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