-0.7%
PFE vs KR
+28.8%
-29.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | 0.0% |
| 7D | -4.3% | -3.1% | -1.2% | -4.1% |
| 30D | +2.7% | +0.6% | +2.1% | +2.7% |
| 3M | +10.0% | -9.8% | +19.8% | +10.5% |
| 6M | +7.2% | -22.1% | +29.3% | +8.3% |
| YTD | +17.3% | -8.1% | +25.4% | +17.6% |
| 1Y | +20.3% | -14.7% | +35.0% | +20.9% |
| All | -0.7% | +28.8% | -29.5% | -5.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling