-21.0%
PFE vs IFF
-36.2%
+15.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | -4.0% | -2.8% | -1.2% | -3.5% |
| 30D | +3.9% | -1.1% | +5.0% | +4.1% |
| 3M | +9.9% | +13.8% | -3.9% | +7.0% |
| 6M | +5.3% | +16.7% | -11.4% | +1.4% |
| YTD | +16.8% | +26.1% | -9.3% | +10.6% |
| 1Y | +20.4% | +33.5% | -13.1% | +12.7% |
| 3Y | -2.1% | +31.6% | -33.7% | -7.8% |
| 5Y | -21.0% | -34.9% | +13.9% | -21.1% |
| All | -21.0% | -36.2% | +15.3% | -21.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling