+25.9%
PFE vs IRE
-97.3%
+123.2%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +1.9% | -0.6% |
| 7D | -4.7% | -15.5% | +10.8% | -4.6% |
| 30D | +3.4% | -70.4% | +73.8% | +2.4% |
| 3M | +9.2% | -81.6% | +90.8% | +8.0% |
| 6M | +15.8% | -94.7% | +110.5% | +14.4% |
| YTD | +23.4% | -91.8% | +115.2% | +21.3% |
| 1Y | +25.8% | -97.6% | +123.4% | +25.0% |
| All | +25.9% | -97.3% | +123.2% | +24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 10y: compounded portfolio wealth divided by compounded IRE 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…
10y analysis · Full analysis span regression · 6 months rolling