+242.1%
PFE vs KDP
+1,294.8%
-1,052.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.5% |
| 7D | -3.7% | +2.2% | -5.9% | -4.3% |
| 30D | +5.0% | +19.9% | -15.0% | +0.2% |
| 3M | +12.2% | +21.5% | -9.3% | +6.5% |
| 6M | +14.6% | +30.1% | -15.5% | +6.6% |
| YTD | +24.1% | +34.9% | -10.8% | +14.1% |
| 1Y | +26.6% | +43.4% | -16.8% | +14.5% |
| 3Y | +14.3% | +29.1% | -14.8% | +5.3% |
| 5Y | -21.9% | +15.0% | -36.9% | -26.3% |
| 10Y | +62.6% | +234.1% | -171.4% | +7.9% |
| All | +242.1% | +1,294.8% | -1,052.6% | +32.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling