+43.1%
PFE vs IR
+332.9%
-289.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | -1.7% | +2.5% | -4.2% | -2.2% |
| 30D | +0.3% | +9.2% | -8.8% | -1.3% |
| 3M | +9.4% | +0.9% | +8.4% | +8.9% |
| 6M | +14.9% | +19.2% | -4.4% | +10.7% |
| YTD | +23.8% | +7.5% | +16.3% | +21.0% |
| 1Y | +19.5% | +11.7% | +7.8% | +16.0% |
| 3Y | +21.0% | +23.9% | -2.9% | +13.4% |
| 5Y | -23.9% | +46.4% | -70.2% | -32.0% |
| All | +43.1% | +332.9% | -289.8% | +2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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