+1,745.6%
PFE vs IT
+6,105.9%
-4,360.3%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.6% | +3.4% | -0.6% |
| 7D | +1.8% | -6.0% | +7.8% | +2.6% |
| 30D | +10.2% | 0.0% | +10.2% | +10.1% |
| 3M | +12.7% | +13.1% | -0.4% | +10.0% |
| 6M | +10.5% | +11.7% | -1.2% | +7.6% |
| YTD | +20.2% | -26.1% | +46.3% | +23.2% |
| 1Y | +24.1% | -21.3% | +45.3% | +25.7% |
| 3Y | -3.6% | -46.7% | +43.2% | +1.7% |
| 5Y | -20.9% | -40.5% | +19.6% | -18.7% |
| 10Y | +35.8% | +103.9% | -68.1% | +15.4% |
| All | +1,745.6% | +6,105.9% | -4,360.3% | +937.6% |
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 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