+1,368.1%
PFE vs O
+5,387.7%
-4,019.7%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +10.8% |
| 3M | +12.7% | +3.8% | +8.8% | +11.5% |
| 6M | +10.5% | -4.7% | +15.3% | +11.8% |
| YTD | +20.2% | +12.5% | +7.7% | +16.3% |
| 1Y | +24.1% | +10.8% | +13.2% | +20.5% |
| 3Y | -3.6% | +28.8% | -32.3% | -10.3% |
| 5Y | -20.9% | +13.2% | -34.1% | -24.4% |
| 10Y | +35.8% | +53.5% | -17.6% | +14.2% |
| All | +1,368.1% | +5,387.7% | -4,019.7% | +422.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling