-23.8%
PFE vs FIX
+1,026.2%
-1,050.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.2% |
| 7D | -1.7% | +9.4% | -11.1% | -1.7% |
| 30D | +0.3% | -27.8% | +28.1% | +0.4% |
| 3M | +9.4% | -35.6% | +44.9% | +9.6% |
| 6M | +14.9% | -45.2% | +60.1% | +15.3% |
| YTD | +23.8% | +19.5% | +4.3% | +21.7% |
| 1Y | +19.5% | +24.2% | -4.7% | +17.3% |
| 3Y | +21.0% | +494.2% | -473.1% | +9.2% |
| All | -23.8% | +1,026.2% | -1,050.0% | -43.9% |
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