+32.8%
PFE vs IFF
-20.3%
+53.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.4% |
| 7D | -2.6% | -3.2% | +0.6% | -1.9% |
| 30D | +5.4% | -0.3% | +5.6% | +5.4% |
| 3M | +7.8% | +8.4% | -0.7% | +5.5% |
| 6M | +5.0% | +23.0% | -18.0% | -0.8% |
| YTD | +17.1% | +25.5% | -8.4% | +9.8% |
| 1Y | +19.3% | +29.1% | -9.7% | +11.1% |
| 3Y | -0.9% | +31.7% | -32.6% | -9.1% |
| 5Y | -20.8% | -35.2% | +14.4% | -16.3% |
| All | +32.8% | -20.3% | +53.1% | +30.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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