+32.9%
PFE vs O
+50.0%
-17.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -2.2% |
| 7D | -2.7% | -0.6% | -2.1% | -2.5% |
| 30D | +3.8% | -2.0% | +5.8% | +4.4% |
| 3M | +10.4% | +3.0% | +7.4% | +9.5% |
| 6M | +6.3% | -3.6% | +9.9% | +7.1% |
| YTD | +17.4% | +12.1% | +5.3% | +13.9% |
| 1Y | +21.1% | +8.9% | +12.3% | +18.4% |
| 3Y | -1.6% | +30.3% | -31.9% | -8.1% |
| 5Y | -22.2% | +13.7% | -35.9% | -25.5% |
| 10Y | +32.9% | +50.3% | -17.4% | +21.1% |
| All | +32.9% | +50.0% | -17.1% | +21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 O 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