+32.5%
PFE vs FLEX
+1,045.7%
-1,013.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.1% | +3.7% | -0.1% |
| 7D | -4.0% | +0.1% | -4.1% | -4.1% |
| 30D | +3.9% | -11.8% | +15.6% | +4.9% |
| 3M | +9.9% | -22.6% | +32.5% | +11.6% |
| 6M | +5.3% | +77.3% | -72.0% | -3.2% |
| YTD | +16.8% | +78.8% | -62.0% | +6.9% |
| 1Y | +20.4% | +86.1% | -65.6% | +9.4% |
| 3Y | -2.1% | +446.2% | -448.3% | -24.0% |
| 5Y | -21.0% | +689.7% | -710.7% | -42.5% |
| All | +32.5% | +1,045.7% | -1,013.2% | -14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded FLEX 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling