+35.6%
PFE vs KR
+10.2%
+25.4%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.2% | -0.6% | +2.3% |
| 7D | +4.6% | +6.1% | -1.5% | +4.0% |
| 30D | +12.3% | +17.3% | -5.0% | +10.9% |
| 3M | +21.2% | +20.2% | +1.0% | +19.4% |
| 6M | +21.1% | +3.3% | +17.7% | +20.1% |
| YTD | +30.0% | +12.3% | +17.7% | +28.3% |
| 1Y | +35.6% | +10.6% | +25.0% | +33.5% |
| All | +35.6% | +10.2% | +25.4% | +33.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KR.
Daily Out/Under-Performance
Portfolio return minus KR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KR 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 1y: compounded portfolio wealth divided by compounded KR 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…
1y analysis · Full analysis span regression · 6 months rolling