+26.6%
PFE vs IRE
-98.3%
+124.9%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +39.6% | -41.2% | -1.0% |
| 7D | -3.7% | -27.2% | +23.5% | -3.8% |
| 30D | +5.0% | -75.1% | +80.1% | +3.7% |
| 3M | +12.2% | -77.9% | +90.0% | +10.9% |
| 6M | +14.6% | -94.6% | +109.2% | +12.8% |
| YTD | +24.1% | -91.5% | +115.7% | +21.9% |
| 1Y | +26.6% | -97.8% | +124.4% | +27.2% |
| All | +26.6% | -98.3% | +124.9% | +27.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling