+49.6%
PFE vs KDP
+235.7%
-186.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.4% | -0.7% |
| 7D | -4.7% | +0.3% | -5.0% | -4.8% |
| 30D | +3.4% | +16.3% | -13.0% | +0.7% |
| 3M | +9.2% | +24.0% | -14.8% | +5.1% |
| 6M | +15.8% | +30.0% | -14.2% | +10.4% |
| YTD | +23.4% | +36.1% | -12.6% | +16.5% |
| 1Y | +25.8% | +46.8% | -21.0% | +17.2% |
| 3Y | +17.8% | +30.5% | -12.6% | +11.8% |
| 5Y | -20.2% | +17.9% | -38.1% | -23.2% |
| 10Y | +49.6% | +239.3% | -189.7% | +37.3% |
| All | +49.6% | +235.7% | -186.1% | +37.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KDP.
Daily Out/Under-Performance
Portfolio return minus KDP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KDP 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 KDP 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