+21.0%
PFE vs IR
+25.2%
-4.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | -1.7% | +2.5% | -4.2% | -2.1% |
| 30D | +0.3% | +9.2% | -8.8% | -1.0% |
| 3M | +9.4% | +0.9% | +8.4% | +9.1% |
| 6M | +14.9% | +19.2% | -4.4% | +11.2% |
| YTD | +23.8% | +7.5% | +16.3% | +21.3% |
| 1Y | +19.5% | +11.7% | +7.8% | +16.3% |
| 3Y | +21.0% | +23.9% | -2.9% | +11.7% |
| All | +21.0% | +25.2% | -4.2% | +11.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling