-21.5%
PFE vs FND
-61.6%
+40.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.6% |
| 7D | -3.7% | +7.7% | -11.4% | -4.5% |
| 30D | +5.0% | +11.9% | -6.9% | +3.6% |
| 3M | +12.2% | -14.6% | +26.7% | +13.8% |
| 6M | +14.6% | +0.5% | +14.1% | +13.7% |
| YTD | +24.1% | -15.8% | +40.0% | +25.2% |
| 1Y | +26.6% | -12.9% | +39.5% | +27.1% |
| 3Y | +14.3% | -34.2% | +48.5% | +17.1% |
| All | -21.5% | -61.6% | +40.1% | -25.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling