-21.5%
PFE vs IR
+44.3%
-65.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.4% | -3.0% | -1.9% |
| 7D | -3.7% | +3.7% | -7.4% | -4.3% |
| 30D | +5.0% | +7.4% | -2.5% | +3.6% |
| 3M | +12.2% | -5.9% | +18.1% | +13.2% |
| 6M | +14.6% | +5.6% | +9.0% | +13.0% |
| YTD | +24.1% | +4.8% | +19.3% | +21.9% |
| 1Y | +26.6% | +6.9% | +19.6% | +23.8% |
| 3Y | +14.3% | +27.6% | -13.2% | +5.7% |
| All | -21.5% | +44.3% | -65.8% | -34.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling