-20.7%
PFE vs O
+13.2%
-33.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.5% | -1.0% |
| 7D | +1.8% | -0.7% | +2.5% | +2.0% |
| 30D | +10.2% | -1.9% | +12.1% | +11.0% |
| 3M | +12.7% | +3.8% | +8.8% | +11.0% |
| 6M | +10.5% | -4.7% | +15.3% | +12.3% |
| YTD | +20.2% | +12.5% | +7.7% | +14.6% |
| 1Y | +24.1% | +10.8% | +13.2% | +19.0% |
| 3Y | -3.6% | +28.8% | -32.3% | -12.2% |
| All | -20.7% | +13.2% | -33.9% | -25.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling