+1,508.0%
PFE vs M
+425.5%
+1,082.4%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -5.9% | +2.9% | -2.2% |
| 7D | -0.2% | -2.1% | +1.9% | 0.0% |
| 30D | +8.7% | +7.7% | +1.0% | +7.5% |
| 3M | +15.8% | -4.4% | +20.1% | +16.3% |
| 6M | +16.8% | +27.5% | -10.7% | +12.3% |
| YTD | +26.2% | +12.8% | +13.4% | +23.0% |
| 1Y | +29.9% | +20.7% | +9.2% | +25.3% |
| 3Y | +15.9% | +111.3% | -95.4% | -0.3% |
| 5Y | -20.6% | -6.3% | -14.3% | -26.9% |
| 10Y | +65.4% | +1.5% | +63.9% | +31.9% |
| All | +1,508.0% | +425.5% | +1,082.4% | +684.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling