+3,382.3%
PFE vs IFF
+802.8%
+2,579.5%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | -0.1% |
| 7D | -1.7% | -1.8% | +0.1% | -1.2% |
| 30D | +0.3% | -9.4% | +9.8% | +3.2% |
| 3M | +9.4% | -3.0% | +12.4% | +10.1% |
| 6M | +14.9% | +5.8% | +9.1% | +12.1% |
| YTD | +23.8% | +22.4% | +1.4% | +14.3% |
| 1Y | +19.5% | +23.0% | -3.5% | +10.1% |
| 3Y | +21.0% | +21.8% | -0.7% | +10.1% |
| 5Y | -23.9% | -39.2% | +15.4% | -17.1% |
| 10Y | +47.8% | -12.4% | +60.2% | +34.4% |
| All | +3,382.3% | +802.8% | +2,579.5% | +970.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling