+35.6%
PFE vs IT
-17.9%
+53.5%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.5% | +1.2% | +2.5% |
| 7D | +4.6% | -5.5% | +10.0% | +5.1% |
| 30D | +12.3% | +10.3% | +2.0% | +11.3% |
| 3M | +21.2% | +11.5% | +9.7% | +19.7% |
| 6M | +21.1% | +40.3% | -19.2% | +16.0% |
| YTD | +30.0% | -17.9% | +47.9% | +33.5% |
| 1Y | +35.6% | -8.8% | +44.4% | +34.9% |
| All | +35.6% | -17.9% | +53.5% | +34.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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