+3,280.0%
PFE vs KR
+4,491.2%
-1,211.3%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.4% | -1.3% |
| 7D | +1.8% | +1.5% | +0.2% | +1.5% |
| 30D | +10.2% | +4.1% | +6.1% | +9.4% |
| 3M | +12.7% | -5.2% | +17.9% | +13.6% |
| 6M | +10.5% | -12.8% | +23.3% | +12.9% |
| YTD | +20.2% | -4.6% | +24.8% | +20.5% |
| 1Y | +24.1% | -11.7% | +35.7% | +26.0% |
| 3Y | -3.6% | +36.3% | -39.8% | -11.1% |
| 5Y | -20.9% | +40.0% | -60.8% | -28.7% |
| 10Y | +35.8% | +122.2% | -86.4% | +6.4% |
| All | +3,280.0% | +4,491.2% | -1,211.3% | +1,343.9% |
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 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