+1,806.6%
PFE vs IT
+6,228.4%
-4,421.8%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.0% | +2.4% | -1.1% |
| 7D | -3.7% | -16.9% | +13.2% | -1.3% |
| 30D | +5.0% | +2.3% | +2.6% | +4.4% |
| 3M | +12.2% | +2.9% | +9.3% | +11.2% |
| 6M | +14.6% | +25.9% | -11.3% | +9.5% |
| YTD | +24.1% | -24.6% | +48.8% | +26.5% |
| 1Y | +26.6% | -16.0% | +42.6% | +27.0% |
| 3Y | +14.3% | -51.6% | +65.9% | +21.9% |
| 5Y | -21.9% | -42.6% | +20.7% | -19.6% |
| 10Y | +62.6% | +103.6% | -40.9% | +37.8% |
| All | +1,806.6% | +6,228.4% | -4,421.8% | +965.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling