+3,280.0%
PFE vs IFF
+856.0%
+2,423.9%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | +1.8% | -1.8% | +3.6% | +2.3% |
| 30D | +10.2% | -2.0% | +12.2% | +10.8% |
| 3M | +12.7% | +18.5% | -5.9% | +6.5% |
| 6M | +10.5% | +11.7% | -1.1% | +5.4% |
| YTD | +20.2% | +29.6% | -9.4% | +9.3% |
| 1Y | +24.1% | +35.0% | -10.9% | +11.2% |
| 3Y | -3.6% | +32.3% | -35.8% | -14.5% |
| 5Y | -20.9% | -34.6% | +13.7% | -15.9% |
| 10Y | +35.8% | -20.6% | +56.5% | +27.9% |
| All | +3,280.0% | +856.0% | +2,423.9% | +922.7% |
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