+49.6%
PFE vs O
+69.9%
-20.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.7% |
| 7D | -4.7% | +3.3% | -8.0% | -5.5% |
| 30D | +3.4% | +10.3% | -7.0% | +0.8% |
| 3M | +9.2% | -3.5% | +12.7% | +10.2% |
| 6M | +15.8% | -1.3% | +17.1% | +16.1% |
| YTD | +23.4% | +10.3% | +13.1% | +20.1% |
| 1Y | +25.8% | +10.4% | +15.4% | +22.4% |
| 3Y | +17.8% | +40.0% | -22.1% | +8.0% |
| 5Y | -20.2% | +12.4% | -32.5% | -23.4% |
| 10Y | +49.6% | +78.2% | -28.6% | +31.0% |
| All | +49.6% | +69.9% | -20.3% | +31.0% |
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