+32.8%
PFE vs KNX
+166.7%
-133.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.5% |
| 7D | -2.6% | -5.6% | +3.0% | -1.8% |
| 30D | +5.4% | -4.4% | +9.8% | +6.0% |
| 3M | +7.8% | -17.3% | +25.1% | +10.5% |
| 6M | +5.0% | +22.6% | -17.6% | +1.2% |
| YTD | +17.1% | +31.1% | -14.1% | +11.3% |
| 1Y | +19.3% | +60.2% | -40.9% | +9.5% |
| 3Y | -0.9% | +35.8% | -36.7% | -8.0% |
| 5Y | -20.8% | +38.9% | -59.7% | -27.9% |
| All | +32.8% | +166.7% | -133.9% | +0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KNX.
Daily Out/Under-Performance
Portfolio return minus KNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KNX 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 KNX 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