+45.9%
PFE vs IR
+316.5%
-270.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.8% | -0.2% | -2.5% |
| 7D | -0.2% | +2.3% | -2.5% | -0.6% |
| 30D | +8.7% | +3.3% | +5.3% | +7.9% |
| 3M | +15.8% | -9.0% | +24.8% | +17.5% |
| 6M | +16.8% | +8.0% | +8.8% | +14.6% |
| YTD | +26.2% | +3.4% | +22.8% | +24.2% |
| 1Y | +29.9% | +4.5% | +25.4% | +27.6% |
| 3Y | +15.9% | +25.6% | -9.7% | +8.3% |
| 5Y | -20.6% | +43.8% | -64.4% | -28.9% |
| All | +45.9% | +316.5% | -270.6% | +5.1% |
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