+26.2%
PFE vs IRE
-98.1%
+124.3%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -14.4% | +14.6% | 0.0% |
| 7D | -1.7% | -31.8% | +30.1% | -2.1% |
| 30D | +0.3% | -71.8% | +72.1% | -0.7% |
| 3M | +9.4% | -88.9% | +98.3% | +7.5% |
| 6M | +14.9% | -95.4% | +110.2% | +13.2% |
| YTD | +23.8% | -94.2% | +118.0% | +21.2% |
| 1Y | +19.5% | -97.1% | +116.6% | +17.6% |
| All | +26.2% | -98.1% | +124.3% | +24.4% |
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