+0.7%
PFE vs FND
-48.3%
+49.0%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -3.0% | -1.5% |
| 7D | +1.8% | -5.2% | +7.0% | +2.4% |
| 30D | +10.2% | -19.9% | +30.1% | +13.2% |
| 3M | +12.7% | +2.7% | +10.0% | +11.6% |
| 6M | +10.5% | -21.7% | +32.2% | +13.4% |
| YTD | +20.2% | -17.5% | +37.7% | +22.0% |
| 1Y | +24.1% | -39.3% | +63.4% | +31.4% |
| All | +0.7% | -48.3% | +49.0% | +10.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling