+14.3%
PFE vs O
+37.3%
-23.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.9% | -1.3% |
| 7D | -3.7% | +3.7% | -7.4% | -5.2% |
| 30D | +5.0% | +11.2% | -6.2% | +0.4% |
| 3M | +12.2% | -4.0% | +16.2% | +14.0% |
| 6M | +14.6% | -5.2% | +19.8% | +16.9% |
| YTD | +24.1% | +9.5% | +14.6% | +18.3% |
| 1Y | +26.6% | +10.6% | +16.0% | +20.2% |
| 3Y | +14.3% | +38.1% | -23.8% | +1.4% |
| All | +14.3% | +37.3% | -23.0% | +1.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling