+331.8%
PFE vs FIX
+7,433.0%
-7,101.2%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -11.6% | +8.6% | -1.7% |
| 7D | -0.2% | -27.2% | +27.0% | +2.9% |
| 30D | +8.7% | -46.9% | +55.6% | +15.6% |
| 3M | +15.8% | -44.4% | +60.2% | +22.2% |
| 6M | +16.8% | -50.9% | +67.7% | +24.3% |
| YTD | +26.2% | +3.5% | +22.7% | +22.4% |
| 1Y | +29.9% | -2.1% | +32.0% | +26.6% |
| 3Y | +15.9% | +418.7% | -402.8% | -11.0% |
| 5Y | -20.6% | +894.6% | -915.2% | -44.8% |
| 10Y | +65.4% | +3,465.5% | -3,400.1% | -5.7% |
| All | +331.8% | +7,433.0% | -7,101.2% | +98.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling