-20.7%
PFE vs M
+27.3%
-48.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.6% | -3.8% | -1.4% |
| 7D | +1.8% | +4.7% | -3.0% | +1.5% |
| 30D | +10.2% | -9.6% | +19.9% | +10.8% |
| 3M | +12.7% | +0.9% | +11.8% | +12.5% |
| 6M | +10.5% | +22.3% | -11.7% | +9.0% |
| YTD | +20.2% | +6.5% | +13.6% | +19.3% |
| 1Y | +24.1% | +38.8% | -14.7% | +21.3% |
| 3Y | -3.6% | +115.9% | -119.5% | -9.1% |
| All | -20.7% | +27.3% | -48.0% | -24.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling