-20.6%
PFE vs FIX
+929.6%
-950.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -11.6% | +8.6% | -2.9% |
| 7D | -0.2% | -27.2% | +27.0% | -0.2% |
| 30D | +8.7% | -46.9% | +55.6% | +8.9% |
| 3M | +15.8% | -44.4% | +60.2% | +16.0% |
| 6M | +16.8% | -50.9% | +67.7% | +17.2% |
| YTD | +26.2% | +3.5% | +22.7% | +24.1% |
| 1Y | +29.9% | -2.1% | +32.0% | +27.8% |
| 3Y | +15.9% | +418.7% | -402.8% | +4.6% |
| 5Y | -20.6% | +894.6% | -915.2% | -40.3% |
| All | -20.6% | +929.6% | -950.2% | -40.3% |
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