+33.1%
PFE vs FLEX
+1,095.3%
-1,062.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.1% |
| 7D | -4.3% | +6.4% | -10.6% | -4.8% |
| 30D | +2.7% | -5.9% | +8.6% | +3.1% |
| 3M | +10.0% | -23.5% | +33.4% | +11.9% |
| 6M | +7.2% | +83.7% | -76.6% | -1.7% |
| YTD | +17.3% | +86.5% | -69.2% | +7.0% |
| 1Y | +20.3% | +100.5% | -80.2% | +8.4% |
| 3Y | -1.6% | +469.8% | -471.5% | -24.0% |
| 5Y | -21.4% | +725.7% | -747.0% | -43.0% |
| All | +33.1% | +1,095.3% | -1,062.2% | -14.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling