+32.9%
PFE vs IT
+89.8%
-57.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -7.4% | +5.1% | -1.0% |
| 7D | -2.7% | -9.1% | +6.5% | -1.1% |
| 30D | +3.8% | -7.0% | +10.9% | +5.0% |
| 3M | +10.4% | +7.6% | +2.7% | +7.9% |
| 6M | +6.3% | +2.1% | +4.1% | +4.2% |
| YTD | +17.4% | -31.6% | +49.0% | +23.5% |
| 1Y | +21.1% | -29.9% | +51.1% | +26.3% |
| 3Y | -1.6% | -51.3% | +49.7% | +7.8% |
| 5Y | -22.2% | -44.8% | +22.6% | -19.0% |
| 10Y | +32.9% | +91.4% | -58.5% | +10.6% |
| All | +32.9% | +89.8% | -57.0% | +10.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling