-20.7%
PFE vs IT
-40.5%
+19.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.6% | +3.4% | -0.7% |
| 7D | +1.8% | -6.0% | +7.8% | +2.5% |
| 30D | +10.2% | 0.0% | +10.2% | +10.1% |
| 3M | +12.7% | +13.1% | -0.4% | +10.3% |
| 6M | +10.5% | +11.7% | -1.2% | +8.0% |
| YTD | +20.2% | -26.1% | +46.3% | +23.3% |
| 1Y | +24.1% | -21.3% | +45.3% | +25.8% |
| 3Y | -3.6% | -46.7% | +43.2% | +1.7% |
| All | -20.7% | -40.5% | +19.8% | -21.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling