+38.9%
PFE vs IR
+288.5%
-249.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.5% | -1.5% |
| 7D | +1.8% | -2.8% | +4.6% | +2.2% |
| 30D | +10.2% | -15.1% | +25.4% | +13.4% |
| 3M | +12.7% | +6.1% | +6.6% | +11.1% |
| 6M | +10.5% | -16.8% | +27.4% | +13.6% |
| YTD | +20.2% | -3.5% | +23.7% | +19.9% |
| 1Y | +24.1% | -3.5% | +27.6% | +23.8% |
| 3Y | -3.6% | +9.5% | -13.0% | -7.5% |
| 5Y | -20.9% | +45.1% | -65.9% | -29.2% |
| All | +38.9% | +288.5% | -249.6% | +1.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling