-23.1%
PFE vs M
+0.2%
-23.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.4% |
| 7D | -3.0% | -3.3% | +0.4% | -2.8% |
| 30D | +5.2% | +8.1% | -2.9% | +4.7% |
| 3M | +12.2% | +2.2% | +10.0% | +12.0% |
| 6M | +17.8% | +35.1% | -17.3% | +15.3% |
| YTD | +26.2% | +15.8% | +10.4% | +24.5% |
| 1Y | +23.2% | +25.8% | -2.7% | +20.9% |
| 3Y | +21.3% | +156.2% | -135.0% | +12.8% |
| 5Y | -23.1% | -2.4% | -20.7% | -27.8% |
| All | -23.1% | +0.2% | -23.3% | -27.8% |
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