+35.8%
PFE vs M
-2.2%
+38.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.6% | -3.8% | -1.4% |
| 7D | +1.8% | +4.7% | -3.0% | +1.4% |
| 30D | +10.2% | -9.6% | +19.9% | +11.0% |
| 3M | +12.7% | +0.9% | +11.8% | +12.4% |
| 6M | +10.5% | +22.3% | -11.7% | +8.6% |
| YTD | +20.2% | +6.5% | +13.6% | +19.1% |
| 1Y | +24.1% | +38.8% | -14.7% | +20.5% |
| 3Y | -3.6% | +115.9% | -119.5% | -11.0% |
| 5Y | -20.9% | +28.6% | -49.5% | -26.3% |
| All | +35.8% | -2.2% | +38.0% | +11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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