+14.3%
PFE vs IR
+27.4%
-13.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.4% | -3.0% | -1.8% |
| 7D | -3.7% | +3.7% | -7.4% | -4.2% |
| 30D | +5.0% | +7.4% | -2.5% | +3.8% |
| 3M | +12.2% | -5.9% | +18.1% | +13.1% |
| 6M | +14.6% | +5.6% | +9.0% | +13.2% |
| YTD | +24.1% | +4.8% | +19.3% | +22.1% |
| 1Y | +26.6% | +6.9% | +19.6% | +24.0% |
| 3Y | +14.3% | +27.6% | -13.2% | +9.8% |
| All | +14.3% | +27.4% | -13.1% | +9.8% |
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