+48.8%
PFE vs KDP
+247.6%
-198.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.6% | -2.4% | -0.3% |
| 7D | -1.7% | -0.8% | -0.9% | -1.6% |
| 30D | +0.3% | +9.7% | -9.4% | -1.3% |
| 3M | +9.4% | +17.6% | -8.2% | +6.2% |
| 6M | +14.9% | +25.8% | -10.9% | +10.0% |
| YTD | +23.8% | +33.9% | -10.1% | +17.0% |
| 1Y | +19.5% | +38.9% | -19.4% | +12.3% |
| 3Y | +21.0% | +26.8% | -5.8% | +15.2% |
| 5Y | -23.9% | +16.3% | -40.2% | -26.6% |
| All | +48.8% | +247.6% | -198.8% | +30.4% |
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