+3,382.3%
PFE vs KR
+5,448.1%
-2,065.7%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | -0.1% |
| 7D | -1.7% | +4.6% | -6.3% | -2.5% |
| 30D | +0.3% | +12.2% | -11.9% | -1.9% |
| 3M | +9.4% | +24.6% | -15.2% | +4.8% |
| 6M | +14.9% | +8.2% | +6.7% | +12.7% |
| YTD | +23.8% | +15.3% | +8.5% | +19.6% |
| 1Y | +19.5% | +9.8% | +9.8% | +16.4% |
| 3Y | +21.0% | +71.4% | -50.3% | +6.7% |
| 5Y | -23.9% | +85.1% | -108.9% | -34.9% |
| 10Y | +47.8% | +159.4% | -111.5% | +12.6% |
| All | +3,382.3% | +5,448.1% | -2,065.7% | +1,333.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling