+33.6%
PFE vs FND
+58.4%
-24.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.6% | +2.3% | -1.8% |
| 7D | -2.7% | +0.4% | -3.0% | -2.7% |
| 30D | +3.8% | -23.6% | +27.4% | +6.7% |
| 3M | +10.4% | +4.3% | +6.0% | +9.4% |
| 6M | +6.3% | -20.3% | +26.5% | +8.0% |
| YTD | +17.4% | -21.3% | +38.7% | +19.3% |
| 1Y | +21.1% | -45.4% | +66.5% | +27.7% |
| 3Y | -1.6% | -48.9% | +47.3% | +2.9% |
| 5Y | -22.2% | -61.0% | +38.9% | -18.6% |
| All | +33.6% | +58.4% | -24.9% | +18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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